+25.2%
BIL vs CP
+222.0%
-196.8%
-0.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | +0.1% | -2.7% | +2.8% | +0.1% |
| 30D | +0.3% | +0.2% | +0.2% | +0.3% |
| 3M | +0.9% | +2.6% | -1.6% | +0.9% |
| 6M | +1.8% | +6.0% | -4.1% | +1.8% |
| YTD | +2.4% | +24.9% | -22.5% | +2.4% |
| 1Y | +3.7% | +20.1% | -16.4% | +3.7% |
| 3Y | +14.2% | +16.4% | -2.2% | +14.2% |
| 5Y | +19.4% | +31.7% | -12.3% | +19.4% |
| All | +25.2% | +222.0% | -196.8% | +25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 10y: compounded portfolio wealth divided by compounded CP 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…
10y analysis · Full analysis span regression · 6 months rolling