+725.3%
CB vs BIL
+30.4%
+694.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.7% |
| 7D | +0.5% | +0.1% | +0.4% | +1.0% |
| 30D | -3.1% | +0.3% | -3.4% | -1.2% |
| 3M | +9.0% | +0.9% | +8.0% | +15.2% |
| 6M | +2.9% | +1.8% | +1.0% | +14.6% |
| YTD | +10.1% | +2.4% | +7.7% | +27.2% |
| 1Y | +22.8% | +3.7% | +19.1% | +52.9% |
| 3Y | +73.8% | +14.2% | +59.6% | +289.4% |
| 5Y | +99.2% | +19.4% | +79.8% | +495.4% |
| 10Y | +218.2% | +25.2% | +193.0% | +1,218.2% |
| All | +725.3% | +30.4% | +694.9% | +3,007.9% |
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