+99.7%
CLF vs BIL
+25.2%
+74.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.8% |
| 7D | -19.6% | -0.3% | -19.3% | -20.3% |
| 30D | -5.0% | 0.0% | -5.0% | -4.8% |
| 3M | -6.3% | +0.3% | -6.6% | -5.3% |
| 6M | +2.8% | +1.2% | +1.5% | +6.7% |
| YTD | -13.7% | +2.5% | -16.2% | -8.4% |
| 1Y | +13.6% | +3.0% | +10.5% | +21.9% |
| 3Y | -34.0% | +13.2% | -47.1% | -11.3% |
| 5Y | -48.7% | +19.4% | -68.2% | -28.5% |
| All | +99.7% | +25.2% | +74.5% | +227.4% |
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 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