+1,628.1%
CLS vs BIL
+25.6%
+1,602.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -22.2% | -0.3% | -21.9% | -22.1% |
| 30D | -44.4% | 0.0% | -44.4% | -43.9% |
| 3M | -34.3% | +0.6% | -34.9% | -32.5% |
| 6M | -50.1% | +1.5% | -51.6% | -47.8% |
| YTD | -30.1% | +2.8% | -32.8% | -26.5% |
| 1Y | -39.3% | +3.3% | -42.7% | -36.2% |
| 3Y | +732.7% | +13.5% | +719.2% | +805.0% |
| 5Y | +1,777.2% | +19.8% | +1,757.4% | +2,702.8% |
| All | +1,628.1% | +25.6% | +1,602.5% | +3,965.8% |
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