+83.1%
CL vs BIL
+26.1%
+57.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -0.8% | +0.1% | -0.9% | -1.0% |
| 30D | +9.5% | +0.3% | +9.2% | +8.7% |
| 3M | +6.8% | +0.9% | +5.8% | +4.4% |
| 6M | +14.3% | +1.9% | +12.4% | +9.4% |
| YTD | +26.3% | +3.1% | +23.1% | +17.6% |
| 1Y | +25.6% | +3.7% | +21.9% | +15.6% |
| 3Y | +38.5% | +13.8% | +24.7% | +2.5% |
| 5Y | +40.7% | +20.2% | +20.5% | -10.5% |
| 10Y | +83.1% | +26.1% | +56.9% | -2.3% |
| All | +83.1% | +26.1% | +57.0% | -2.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling