-14.3%
CCL vs BIL
+30.4%
-44.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | -0.1% | +0.1% |
| 7D | +2.6% | -0.3% | +2.9% | +1.2% |
| 30D | +13.1% | 0.0% | +13.1% | +13.1% |
| 3M | +3.3% | +0.3% | +3.0% | +5.0% |
| 6M | +8.7% | +1.2% | +7.5% | +16.0% |
| YTD | -1.6% | +2.5% | -4.0% | +11.8% |
| 1Y | +14.0% | +3.0% | +10.9% | +33.5% |
| 3Y | +145.1% | +13.2% | +132.0% | +372.5% |
| 5Y | +21.2% | +19.4% | +1.8% | +216.7% |
| 10Y | -29.8% | +25.2% | -55.0% | +144.3% |
| All | -14.3% | +30.4% | -44.7% | +212.1% |
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