+7.0%
CI vs BIL
+13.8%
-6.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.3% |
| 7D | +1.2% | +0.1% | +1.1% | +1.3% |
| 30D | +2.6% | +0.3% | +2.2% | +3.2% |
| 3M | +7.4% | +1.0% | +6.5% | +8.9% |
| 6M | -0.1% | +1.9% | -2.0% | +3.7% |
| YTD | +9.7% | +3.2% | +6.6% | +14.6% |
| 1Y | +12.1% | +3.7% | +8.4% | +16.5% |
| 3Y | +7.0% | +13.8% | -6.8% | -31.9% |
| All | +7.0% | +13.8% | -6.8% | -31.9% |
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 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