-41.0%
CCL vs BIL
+25.3%
-66.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -0.1% | +0.1% | -0.2% | -0.2% |
| 30D | -20.0% | +0.3% | -20.3% | -20.1% |
| 3M | -13.7% | +0.9% | -14.6% | -14.0% |
| 6M | -9.0% | +1.8% | -10.8% | -9.8% |
| YTD | -22.8% | +2.5% | -25.3% | -24.0% |
| 1Y | -25.3% | +3.7% | -29.0% | -26.9% |
| 3Y | +54.1% | +14.1% | +40.0% | +26.8% |
| 5Y | +3.5% | +19.4% | -15.9% | -23.2% |
| 10Y | -41.0% | +25.3% | -66.3% | -56.5% |
| All | -41.0% | +25.3% | -66.3% | -56.5% |
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