-33.8%
CCL vs BIL
+26.1%
-59.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | 0.0% | -4.4% | -4.4% |
| 7D | -0.3% | +0.1% | -0.4% | -0.4% |
| 30D | +10.3% | +0.3% | +10.0% | +9.9% |
| 3M | +6.6% | +0.9% | +5.7% | +5.8% |
| 6M | +20.0% | +1.8% | +18.2% | +18.9% |
| YTD | -1.9% | +3.1% | -5.0% | -3.7% |
| 1Y | +10.4% | +3.7% | +6.8% | +8.2% |
| 3Y | +134.8% | +13.8% | +121.0% | +98.0% |
| 5Y | +34.0% | +20.2% | +13.8% | +1.8% |
| All | -33.8% | +26.1% | -59.9% | -47.5% |
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