+158.7%
CI vs BIL
+25.2%
+133.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | -1.6% | -0.3% | -1.3% | -1.4% |
| 30D | +5.4% | 0.0% | +5.4% | +5.5% |
| 3M | +7.3% | +0.3% | +6.9% | +7.6% |
| 6M | +5.3% | +1.2% | +4.1% | +6.0% |
| YTD | +8.5% | +2.5% | +6.0% | +9.2% |
| 1Y | +17.1% | +3.0% | +14.1% | +17.7% |
| 3Y | +1.4% | +13.2% | -11.7% | -5.2% |
| 5Y | +50.5% | +19.4% | +31.0% | +27.2% |
| All | +158.7% | +25.2% | +133.5% | +100.5% |
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