+491.5%
CME vs BIL
+30.4%
+461.2%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.5% | -0.2% |
| 7D | +0.9% | -0.3% | +1.2% | -1.1% |
| 30D | +13.2% | 0.0% | +13.2% | +13.2% |
| 3M | +16.3% | +0.3% | +16.0% | +19.2% |
| 6M | +7.1% | +1.2% | +5.9% | +17.9% |
| YTD | +15.8% | +2.5% | +13.4% | +39.7% |
| 1Y | +17.1% | +3.0% | +14.0% | +47.7% |
| 3Y | +63.2% | +13.2% | +50.0% | +335.6% |
| 5Y | +70.2% | +19.4% | +50.8% | +618.0% |
| 10Y | +337.0% | +25.2% | +311.8% | +2,738.6% |
| All | +491.5% | +30.4% | +461.2% | +4,591.2% |
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 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