-26.8%
CLS vs BIL
+3.3%
-30.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | 0.0% | +8.5% | +8.5% |
| 7D | +2.8% | +0.1% | +2.7% | +2.5% |
| 30D | -30.1% | 0.0% | -30.1% | -22.2% |
| 3M | -21.7% | +0.6% | -22.3% | +32.3% |
| 6M | -36.2% | +1.5% | -37.8% | +83.7% |
| YTD | -17.8% | +2.8% | -20.6% | +295.1% |
| 1Y | -26.8% | +3.3% | -30.1% | +468.2% |
| All | -26.8% | +3.3% | -30.1% | +468.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling