-29.4%
CCL vs BIL
+25.7%
-55.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +5.8% | +0.1% | +5.7% | +5.9% |
| 30D | +17.3% | 0.0% | +17.3% | +16.8% |
| 3M | +11.3% | +0.6% | +10.7% | +10.3% |
| 6M | +18.5% | +1.5% | +16.9% | +17.0% |
| YTD | +2.8% | +2.8% | 0.0% | +0.5% |
| 1Y | +16.7% | +3.3% | +13.4% | +13.8% |
| 3Y | +146.0% | +13.4% | +132.6% | +103.3% |
| 5Y | +33.6% | +19.8% | +13.8% | -2.0% |
| 10Y | -29.4% | +25.7% | -55.1% | -47.8% |
| All | -29.4% | +25.7% | -55.1% | -47.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling