+366.6%
CL vs BIL
+30.3%
+336.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | 0.0% |
| 7D | +5.9% | -0.3% | +6.2% | +5.3% |
| 30D | +13.8% | 0.0% | +13.8% | +13.7% |
| 3M | +6.4% | +0.3% | +6.1% | +7.1% |
| 6M | +15.6% | +1.2% | +14.4% | +18.6% |
| YTD | +27.9% | +2.4% | +25.5% | +34.7% |
| 1Y | +31.4% | +3.0% | +28.4% | +40.2% |
| 3Y | +41.4% | +13.1% | +28.3% | +86.6% |
| 5Y | +42.8% | +19.4% | +23.4% | +114.9% |
| 10Y | +79.7% | +25.2% | +54.5% | +206.3% |
| All | +366.6% | +30.3% | +336.2% | +748.2% |
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