+80.1%
CLF vs BIL
+25.6%
+54.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | 0.0% | +7.0% | +7.0% |
| 7D | -14.1% | +0.1% | -14.2% | -14.0% |
| 30D | -5.5% | 0.0% | -5.5% | -5.5% |
| 3M | 0.0% | +0.6% | -0.6% | +1.2% |
| 6M | +11.3% | +1.5% | +9.7% | +14.3% |
| YTD | -7.7% | +2.8% | -10.5% | -4.6% |
| 1Y | +17.5% | +3.3% | +14.2% | +21.8% |
| 3Y | -25.4% | +13.4% | -38.8% | -16.8% |
| 5Y | -46.0% | +19.8% | -65.8% | -44.7% |
| 10Y | +80.1% | +25.6% | +54.4% | +59.4% |
| All | +80.1% | +25.6% | +54.5% | +59.4% |
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