+112.4%
C vs BIL
+19.8%
+92.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.4% | +2.6% |
| 7D | -0.9% | +0.1% | -1.0% | -0.5% |
| 30D | -5.4% | 0.0% | -5.4% | -5.4% |
| 3M | -9.2% | +0.6% | -9.8% | -5.4% |
| 6M | -1.8% | +1.5% | -3.3% | +8.5% |
| YTD | +6.7% | +2.8% | +3.9% | +26.6% |
| 1Y | +23.5% | +3.3% | +20.2% | +51.3% |
| 3Y | +219.8% | +13.4% | +206.4% | +513.6% |
| 5Y | +112.4% | +19.8% | +92.6% | +483.2% |
| All | +112.4% | +19.8% | +92.6% | +483.2% |
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