-63.0%
C vs BIL
+30.4%
-93.4%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | 0.0% |
| 7D | +3.6% | +0.1% | +3.5% | +4.4% |
| 30D | +0.1% | +0.3% | -0.3% | +2.7% |
| 3M | +2.4% | +0.9% | +1.5% | +10.5% |
| 6M | +24.9% | +1.8% | +23.1% | +44.7% |
| YTD | +19.8% | +2.4% | +17.4% | +45.6% |
| 1Y | +44.9% | +3.7% | +41.1% | +94.7% |
| 3Y | +263.0% | +14.2% | +248.8% | +980.5% |
| 5Y | +129.5% | +19.4% | +110.1% | +907.2% |
| 10Y | +291.6% | +25.2% | +266.4% | +2,531.2% |
| All | -63.0% | +30.4% | -93.4% | +128.4% |
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