+47.7%
CI vs BIL
+19.4%
+28.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +5.6% |
| 3M | +7.3% | +0.3% | +6.9% | +8.2% |
| 6M | +5.3% | +1.2% | +4.1% | +8.2% |
| YTD | +8.5% | +2.5% | +6.0% | +12.7% |
| 1Y | +17.1% | +3.0% | +14.1% | +22.0% |
| 3Y | +1.4% | +13.2% | -11.7% | +8.9% |
| All | +47.7% | +19.4% | +28.2% | +36.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling