+30.8%
BIL vs COR
+1,954.9%
-1,924.1%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.7% | -3.6% | 0.0% |
| 7D | +0.1% | +2.3% | -2.3% | +0.1% |
| 30D | 0.0% | +6.8% | -6.8% | 0.0% |
| 3M | +0.6% | +8.1% | -7.5% | +0.6% |
| 6M | +1.5% | +33.0% | -31.5% | +1.5% |
| YTD | +2.8% | +3.0% | -0.2% | +2.8% |
| 1Y | +3.3% | -3.4% | +6.7% | +3.3% |
| 3Y | +13.4% | +80.1% | -66.7% | +13.5% |
| 5Y | +19.8% | +194.7% | -174.9% | +20.0% |
| 10Y | +25.6% | +512.3% | -486.6% | +26.1% |
| All | +30.8% | +1,954.9% | -1,924.1% | +32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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