+56.1%
CCL vs BIL
+14.1%
+42.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.3% |
| 7D | -5.0% | +0.1% | -5.1% | -4.6% |
| 30D | -20.3% | +0.3% | -20.7% | -18.6% |
| 3M | -15.1% | +0.9% | -16.1% | -8.8% |
| 6M | -15.1% | +1.8% | -16.9% | -2.3% |
| YTD | -21.8% | +2.4% | -24.2% | -6.0% |
| 1Y | -24.8% | +3.7% | -28.5% | +2.8% |
| All | +56.1% | +14.1% | +42.0% | +52.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling