+19.4%
BIL vs CRL
-37.4%
+56.8%
-0.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | 0.0% |
| 7D | +0.1% | -0.6% | +0.6% | +0.1% |
| 30D | +0.3% | +5.0% | -4.7% | +0.3% |
| 3M | +0.9% | +50.6% | -49.7% | +0.9% |
| 6M | +1.8% | +60.9% | -59.1% | +1.8% |
| YTD | +2.5% | +40.7% | -38.3% | +2.5% |
| 1Y | +3.7% | +73.3% | -69.6% | +3.7% |
| 3Y | +14.1% | +40.6% | -26.5% | +14.1% |
| 5Y | +19.4% | -37.0% | +56.4% | +19.5% |
| All | +19.4% | -37.4% | +56.8% | +19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 5y: compounded portfolio wealth divided by compounded CRL 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…
5y analysis · Full analysis span regression · 6 months rolling