-17.5%
CLF vs BIL
+14.1%
-31.7%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +2.0% |
| 7D | +7.6% | +0.1% | +7.5% | +8.1% |
| 30D | -1.2% | +0.3% | -1.5% | +0.6% |
| 3M | -13.4% | +0.9% | -14.3% | -9.3% |
| 6M | +15.4% | +1.8% | +13.6% | +19.6% |
| YTD | -5.9% | +2.4% | -8.3% | -3.5% |
| 1Y | +18.8% | +3.7% | +15.1% | +22.5% |
| All | -17.5% | +14.1% | -31.7% | +42.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling