+79.1%
CME vs BIL
+19.4%
+59.7%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.4% |
| 7D | -1.6% | +0.1% | -1.7% | -2.0% |
| 30D | +6.2% | +0.3% | +5.9% | +4.6% |
| 3M | +10.4% | +0.9% | +9.5% | +5.8% |
| 6M | -9.5% | +1.8% | -11.4% | -16.6% |
| YTD | +6.0% | +2.4% | +3.6% | -4.8% |
| 1Y | +9.3% | +3.7% | +5.5% | -7.2% |
| 3Y | +57.7% | +14.2% | +43.5% | -16.1% |
| All | +79.1% | +19.4% | +59.7% | -38.6% |
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