+329.9%
COP vs BIL
+26.1%
+303.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +3.4% | +0.1% | +3.3% | +3.7% |
| 30D | -0.6% | +0.3% | -0.9% | +0.7% |
| 3M | +10.8% | +0.9% | +9.8% | +15.2% |
| 6M | +19.6% | +1.8% | +17.8% | +29.7% |
| YTD | +52.9% | +3.1% | +49.8% | +75.6% |
| 1Y | +62.2% | +3.7% | +58.5% | +91.0% |
| 3Y | +32.4% | +13.8% | +18.6% | +132.0% |
| 5Y | +129.7% | +20.2% | +109.5% | +407.9% |
| All | +329.9% | +26.1% | +303.8% | +867.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling