+31.2%
BIL vs CP
+732.3%
-701.1%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | 0.0% |
| 7D | +0.1% | +0.9% | -0.8% | +0.1% |
| 30D | +0.3% | +10.3% | -10.0% | +0.3% |
| 3M | +0.9% | +2.3% | -1.4% | +0.9% |
| 6M | +1.8% | +10.7% | -8.9% | +1.9% |
| YTD | +3.1% | +29.3% | -26.2% | +3.2% |
| 1Y | +3.7% | +31.5% | -27.8% | +3.7% |
| 3Y | +13.8% | +36.7% | -22.9% | +13.8% |
| 5Y | +20.2% | +26.8% | -6.6% | +20.3% |
| 10Y | +26.1% | +260.1% | -233.9% | +26.4% |
| All | +31.2% | +732.3% | -701.1% | +31.7% |
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