+465.2%
CI vs BIL
+30.4%
+434.9%
-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% | -1.1% |
| 7D | +1.3% | +0.1% | +1.2% | +1.7% |
| 30D | +4.4% | +0.3% | +4.1% | +6.1% |
| 3M | +0.7% | +0.9% | -0.3% | +5.3% |
| 6M | +0.3% | +1.8% | -1.5% | +9.6% |
| YTD | +3.8% | +2.4% | +1.4% | +16.7% |
| 1Y | -5.5% | +3.7% | -9.2% | +12.8% |
| 3Y | +8.1% | +14.2% | -6.1% | +105.4% |
| 5Y | +42.8% | +19.4% | +23.4% | +239.9% |
| 10Y | +143.9% | +25.2% | +118.7% | +648.3% |
| All | +465.2% | +30.4% | +434.9% | +1,594.3% |
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