+25.2%
BIL vs CSGP
+63.3%
-38.1%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.7% | +4.7% | 0.0% |
| 7D | -0.3% | +1.3% | -1.5% | -0.3% |
| 30D | 0.0% | +10.7% | -10.7% | 0.0% |
| 3M | +0.3% | +3.3% | -3.0% | +0.3% |
| 6M | +1.2% | -10.3% | +11.6% | +1.2% |
| YTD | +2.5% | -54.6% | +57.0% | +2.4% |
| 1Y | +3.0% | -54.6% | +57.7% | +3.0% |
| 3Y | +13.2% | -60.3% | +73.5% | +13.1% |
| 5Y | +19.4% | -63.3% | +82.7% | +19.4% |
| All | +25.2% | +63.3% | -38.1% | +25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 10y: compounded portfolio wealth divided by compounded CSGP 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…
10y analysis · Full analysis span regression · 6 months rolling