+30.4%
BIL vs CP
+711.0%
-680.6%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | 0.0% |
| 7D | -0.3% | +2.8% | -3.0% | -0.3% |
| 30D | 0.0% | +10.2% | -10.2% | 0.0% |
| 3M | +0.3% | +2.4% | -2.0% | +0.3% |
| 6M | +1.2% | +7.7% | -6.4% | +1.3% |
| YTD | +2.5% | +26.0% | -23.5% | +2.5% |
| 1Y | +3.0% | +34.6% | -31.6% | +3.1% |
| 3Y | +13.2% | +26.7% | -13.5% | +13.2% |
| 5Y | +19.4% | +24.9% | -5.5% | +19.5% |
| 10Y | +25.2% | +258.6% | -233.4% | +25.4% |
| All | +30.4% | +711.0% | -680.6% | +30.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling