-6.5%
C vs BIL
+1.2%
-7.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | 0.0% | -5.1% | -5.0% |
| 7D | -5.3% | -0.3% | -5.0% | -5.3% |
| 30D | -7.3% | 0.0% | -7.3% | -8.5% |
| 3M | -13.5% | +0.3% | -13.8% | -5.9% |
| 6M | -6.5% | +1.2% | -7.7% | +17.0% |
| All | -6.5% | +1.2% | -7.7% | +17.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling