+1,125.0%
CNC vs BIL
+30.4%
+1,094.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.5% | -1.3% |
| 7D | +3.5% | +0.1% | +3.4% | +3.9% |
| 30D | +0.1% | +0.3% | -0.3% | +1.3% |
| 3M | +6.9% | +0.9% | +6.0% | +10.7% |
| 6M | +49.0% | +1.8% | +47.2% | +59.6% |
| YTD | +62.9% | +2.4% | +60.5% | +78.5% |
| 1Y | +134.0% | +3.7% | +130.3% | +168.9% |
| 3Y | +9.4% | +14.2% | -4.7% | +80.4% |
| 5Y | +4.1% | +19.4% | -15.3% | +104.1% |
| 10Y | +95.4% | +25.2% | +70.2% | +364.4% |
| All | +1,125.0% | +30.4% | +1,094.7% | +2,724.9% |
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