+83.5%
CLF vs BIL
+25.7%
+57.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | 0.0% | +4.9% | +4.9% |
| 7D | -9.1% | +0.1% | -9.1% | -9.0% |
| 30D | -0.9% | 0.0% | -0.9% | -0.9% |
| 3M | +3.0% | +0.6% | +2.4% | +4.2% |
| 6M | +16.7% | +1.5% | +15.2% | +19.8% |
| YTD | -3.2% | +2.8% | -5.9% | -0.1% |
| 1Y | +24.6% | +3.3% | +21.3% | +28.9% |
| 3Y | -22.3% | +13.4% | -35.7% | -13.9% |
| 5Y | -41.2% | +19.8% | -61.0% | -40.4% |
| 10Y | +83.5% | +25.7% | +57.9% | +59.8% |
| All | +83.5% | +25.7% | +57.9% | +59.8% |
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