+1,763.7%
CLS vs BIL
+19.4%
+1,744.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -22.2% | -0.3% | -21.9% | -22.4% |
| 30D | -44.4% | 0.0% | -44.4% | -43.5% |
| 3M | -34.3% | +0.3% | -34.6% | -31.7% |
| 6M | -50.1% | +1.2% | -51.3% | -45.7% |
| YTD | -30.1% | +2.5% | -32.5% | -21.9% |
| 1Y | -39.3% | +3.0% | -42.4% | -31.8% |
| 3Y | +732.7% | +13.2% | +719.6% | +661.4% |
| All | +1,763.7% | +19.4% | +1,744.2% | +1,913.4% |
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