-68.0%
C vs BIL
+30.3%
-98.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | 0.0% | -5.1% | -5.0% |
| 7D | -5.3% | -0.3% | -5.0% | -7.2% |
| 30D | -7.3% | 0.0% | -7.3% | -7.5% |
| 3M | -13.5% | +0.3% | -13.8% | -11.3% |
| 6M | -6.5% | +1.2% | -7.7% | +3.0% |
| YTD | +3.6% | +2.4% | +1.2% | +25.7% |
| 1Y | +18.9% | +3.0% | +15.9% | +51.2% |
| 3Y | +205.0% | +13.1% | +191.8% | +739.9% |
| 5Y | +109.4% | +19.4% | +90.0% | +818.3% |
| 10Y | +232.9% | +25.2% | +207.8% | +2,128.9% |
| All | -68.0% | +30.3% | -98.3% | +97.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling