+30.0%
CL vs BIL
+19.4%
+10.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -2.2% | +0.1% | -2.3% | -2.4% |
| 30D | -4.8% | +0.3% | -5.2% | -5.6% |
| 3M | +4.9% | +0.9% | +4.0% | +2.7% |
| 6M | -5.7% | +1.8% | -7.6% | -9.2% |
| YTD | +14.4% | +2.4% | +11.9% | +9.0% |
| 1Y | +8.7% | +3.7% | +5.0% | +1.0% |
| 3Y | +30.0% | +14.2% | +15.8% | +4.2% |
| All | +30.0% | +19.4% | +10.6% | -7.6% |
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