+800.5%
CB vs BIL
+30.3%
+770.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.6% |
| 7D | +2.6% | -0.3% | +2.8% | +1.0% |
| 30D | +11.2% | 0.0% | +11.2% | +11.1% |
| 3M | +5.7% | +0.3% | +5.4% | +7.7% |
| 6M | +15.9% | +1.2% | +14.7% | +24.5% |
| YTD | +20.2% | +2.4% | +17.7% | +38.7% |
| 1Y | +32.4% | +3.0% | +29.4% | +58.3% |
| 3Y | +75.5% | +13.1% | +62.4% | +271.5% |
| 5Y | +105.5% | +19.4% | +86.1% | +514.2% |
| 10Y | +258.5% | +25.2% | +233.4% | +1,381.5% |
| All | +800.5% | +30.3% | +770.2% | +3,288.0% |
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 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