+510.1%
CME vs BIL
+31.3%
+478.9%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +2.7% | +0.1% | +2.6% | +3.3% |
| 30D | +13.5% | +0.3% | +13.2% | +16.2% |
| 3M | +20.9% | +0.9% | +20.0% | +29.7% |
| 6M | +11.5% | +1.8% | +9.7% | +28.3% |
| YTD | +19.5% | +3.1% | +16.3% | +51.6% |
| 1Y | +17.2% | +3.7% | +13.5% | +54.9% |
| 3Y | +65.1% | +13.8% | +51.3% | +360.0% |
| 5Y | +73.1% | +20.2% | +52.9% | +668.1% |
| 10Y | +305.3% | +26.1% | +279.1% | +2,692.2% |
| All | +510.1% | +31.3% | +478.9% | +4,989.4% |
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 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