+30.3%
BIL vs CSGP
+508.4%
-478.1%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | 0.0% |
| 7D | -0.3% | +13.9% | -14.2% | -0.2% |
| 30D | 0.0% | +16.0% | -16.0% | 0.0% |
| 3M | +0.3% | +6.1% | -5.8% | +0.3% |
| 6M | +1.2% | -8.2% | +9.4% | +1.2% |
| YTD | +2.4% | -52.3% | +54.8% | +2.4% |
| 1Y | +3.0% | -54.5% | +57.5% | +2.9% |
| 3Y | +13.1% | -58.6% | +71.7% | +13.0% |
| 5Y | +19.4% | -61.5% | +80.9% | +19.3% |
| 10Y | +25.2% | +74.7% | -49.5% | +25.4% |
| All | +30.3% | +508.4% | -478.1% | +31.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling