-6.4%
CNC vs BIL
+19.8%
-26.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -7.3% | +0.1% | -7.4% | -7.4% |
| 30D | +5.2% | 0.0% | +5.2% | +5.8% |
| 3M | +8.6% | +0.6% | +8.0% | +9.6% |
| 6M | +25.1% | +1.5% | +23.5% | +27.5% |
| YTD | +71.3% | +2.8% | +68.5% | +75.6% |
| 1Y | +99.3% | +3.3% | +96.0% | +104.5% |
| 3Y | -1.9% | +13.4% | -15.4% | -0.4% |
| 5Y | -6.4% | +19.8% | -26.2% | -4.2% |
| All | -6.4% | +19.8% | -26.2% | -4.2% |
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 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