+298.3%
COP vs BIL
+25.6%
+272.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -8.4% | +0.1% | -8.5% | -8.3% |
| 30D | +0.3% | 0.0% | +0.3% | +0.8% |
| 3M | +15.1% | +0.6% | +14.5% | +18.7% |
| 6M | +19.8% | +1.5% | +18.3% | +28.4% |
| YTD | +46.8% | +2.8% | +44.0% | +66.0% |
| 1Y | +59.7% | +3.3% | +56.4% | +85.1% |
| 3Y | +28.7% | +13.4% | +15.3% | +115.9% |
| 5Y | +110.7% | +19.8% | +90.9% | +335.9% |
| 10Y | +298.3% | +25.6% | +272.7% | +694.8% |
| All | +298.3% | +25.6% | +272.7% | +694.8% |
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