+30.8%
BIL vs CNP
+349.1%
-318.3%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.3% | 0.0% |
| 7D | +0.1% | -4.3% | +4.4% | +0.1% |
| 30D | 0.0% | +5.7% | -5.8% | 0.0% |
| 3M | +0.6% | +0.9% | -0.3% | +0.6% |
| 6M | +1.5% | -1.1% | +2.6% | +1.5% |
| YTD | +2.8% | +8.3% | -5.5% | +2.8% |
| 1Y | +3.3% | +5.9% | -2.6% | +3.3% |
| 3Y | +13.4% | +64.6% | -51.2% | +13.5% |
| 5Y | +19.8% | +74.6% | -54.8% | +19.9% |
| 10Y | +25.6% | +139.8% | -114.2% | +25.9% |
| All | +30.8% | +349.1% | -318.3% | +31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CNP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling