+506.5%
CI vs BIL
+30.3%
+476.2%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.2% |
| 7D | +1.0% | -0.3% | +1.3% | -0.2% |
| 30D | +9.9% | 0.0% | +9.9% | +9.8% |
| 3M | +12.1% | +0.3% | +11.8% | +13.8% |
| 6M | +10.6% | +1.2% | +9.4% | +17.2% |
| YTD | +11.4% | +2.4% | +9.0% | +25.1% |
| 1Y | +18.8% | +3.0% | +15.7% | +37.2% |
| 3Y | +2.9% | +13.1% | -10.3% | +86.9% |
| 5Y | +54.5% | +19.4% | +35.1% | +267.7% |
| 10Y | +175.7% | +25.2% | +150.6% | +744.4% |
| All | +506.5% | +30.3% | +476.2% | +1,716.4% |
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