+105.9%
C vs BIL
+19.4%
+86.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.6% |
| 7D | -2.4% | -0.3% | -2.1% | -3.2% |
| 30D | -6.0% | 0.0% | -6.0% | -5.9% |
| 3M | -10.5% | +0.3% | -10.9% | -8.1% |
| 6M | -5.7% | +1.2% | -7.0% | +2.7% |
| YTD | +4.1% | +2.5% | +1.7% | +21.3% |
| 1Y | +20.5% | +3.0% | +17.4% | +45.1% |
| 3Y | +208.1% | +13.2% | +195.0% | +475.5% |
| All | +105.9% | +19.4% | +86.5% | +443.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 BIL 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