+20.1%
CI vs BIL
+3.3%
+16.8%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.6% |
| 7D | +2.6% | +0.1% | +2.5% | +2.7% |
| 30D | +7.3% | 0.0% | +7.4% | +9.4% |
| 3M | +9.5% | +0.6% | +8.9% | +19.5% |
| 6M | +6.4% | +1.5% | +4.9% | +42.4% |
| YTD | +12.0% | +2.8% | +9.2% | +84.4% |
| 1Y | +20.1% | +3.3% | +16.8% | +112.9% |
| All | +20.1% | +3.3% | +16.8% | +112.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling