-41.8%
CLF vs BIL
+20.3%
-62.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.3% |
| 7D | +10.4% | +0.1% | +10.3% | +10.2% |
| 30D | +0.6% | +0.3% | +0.2% | +0.2% |
| 3M | +4.1% | +1.0% | +3.2% | +3.6% |
| 6M | +15.1% | +1.9% | +13.2% | +13.9% |
| YTD | -4.7% | +3.2% | -7.9% | -9.7% |
| 1Y | +20.4% | +3.7% | +16.7% | +12.2% |
| 3Y | -23.4% | +13.8% | -37.2% | -45.1% |
| All | -41.8% | +20.3% | -62.0% | -78.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling