+1,929.4%
CLS vs BIL
+26.1%
+1,903.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | 0.0% | +8.5% | +8.5% |
| 7D | +2.8% | +0.1% | +2.7% | +3.0% |
| 30D | -30.1% | +0.3% | -30.4% | -29.4% |
| 3M | -21.7% | +0.9% | -22.7% | -19.4% |
| 6M | -36.2% | +1.9% | -38.1% | -33.1% |
| YTD | -17.8% | +3.1% | -21.0% | -13.0% |
| 1Y | -26.8% | +3.7% | -30.5% | -22.4% |
| 3Y | +853.4% | +13.8% | +839.6% | +958.8% |
| 5Y | +2,005.0% | +20.2% | +1,984.8% | +3,179.6% |
| 10Y | +1,929.4% | +26.1% | +1,903.3% | +5,140.7% |
| All | +1,929.4% | +26.1% | +1,903.3% | +5,140.7% |
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