+328.9%
CME vs BIL
+25.6%
+303.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.5% | -0.5% |
| 7D | +0.9% | -0.3% | +1.2% | +1.5% |
| 30D | +13.2% | 0.0% | +13.2% | +12.9% |
| 3M | +16.3% | +0.6% | +15.7% | +14.1% |
| 6M | +7.1% | +1.5% | +5.6% | +2.7% |
| YTD | +15.8% | +2.8% | +13.1% | +7.5% |
| 1Y | +17.1% | +3.3% | +13.7% | +7.1% |
| 3Y | +63.2% | +13.5% | +49.7% | +16.5% |
| 5Y | +70.2% | +19.8% | +50.4% | +2.8% |
| All | +328.9% | +25.6% | +303.3% | +162.8% |
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