+441.4%
CME vs BIL
+30.4%
+411.1%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | 0.0% |
| 7D | -1.6% | +0.1% | -1.7% | -0.9% |
| 30D | +6.2% | +0.3% | +5.9% | +8.9% |
| 3M | +10.4% | +0.9% | +9.5% | +18.7% |
| 6M | -9.5% | +1.8% | -11.4% | +4.1% |
| YTD | +6.0% | +2.4% | +3.6% | +27.7% |
| 1Y | +9.3% | +3.7% | +5.5% | +45.1% |
| 3Y | +57.7% | +14.2% | +43.5% | +352.9% |
| 5Y | +77.7% | +19.4% | +58.3% | +647.6% |
| 10Y | +281.2% | +25.2% | +256.0% | +2,377.4% |
| All | +441.4% | +30.4% | +411.1% | +4,187.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling