+30.3%
BIL vs CRS
+913.7%
-883.3%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.6% | 0.0% |
| 7D | +0.1% | -0.2% | +0.3% | +0.1% |
| 30D | +0.3% | -16.6% | +17.0% | +0.3% |
| 3M | +0.9% | -3.5% | +4.4% | +0.9% |
| 6M | +1.8% | +15.4% | -13.6% | +1.9% |
| YTD | +2.4% | +51.2% | -48.8% | +2.5% |
| 1Y | +3.7% | +98.3% | -94.6% | +3.8% |
| 3Y | +14.2% | +651.5% | -637.4% | +14.4% |
| 5Y | +19.4% | +1,411.1% | -1,391.7% | +19.8% |
| 10Y | +25.2% | +1,424.3% | -1,399.1% | +25.7% |
| All | +30.3% | +913.7% | -883.3% | +31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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