+30.8%
BIL vs CRL
+581.3%
-550.6%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.7% | -4.7% | 0.0% |
| 7D | +0.1% | +4.4% | -4.3% | +0.1% |
| 30D | 0.0% | +17.1% | -17.1% | 0.0% |
| 3M | +0.6% | +32.1% | -31.5% | +0.6% |
| 6M | +1.5% | +98.9% | -97.4% | +1.6% |
| YTD | +2.8% | +77.1% | -74.4% | +2.8% |
| 1Y | +3.3% | +110.3% | -106.9% | +3.4% |
| 3Y | +13.4% | +108.5% | -95.1% | +13.5% |
| 5Y | +19.8% | -7.9% | +27.7% | +19.8% |
| 10Y | +25.6% | +368.9% | -343.3% | +26.0% |
| All | +30.8% | +581.3% | -550.6% | +31.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling