+52.4%
COP vs BIL
+3.7%
+48.7%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -0.8% | +0.1% | -0.9% | -0.5% |
| 30D | +15.6% | +0.3% | +15.3% | +16.9% |
| 3M | +14.3% | +0.9% | +13.4% | +19.1% |
| 6M | +17.0% | +1.8% | +15.2% | +26.3% |
| YTD | +47.4% | +2.5% | +45.0% | +69.2% |
| 1Y | +52.4% | +3.7% | +48.7% | +115.9% |
| All | +52.4% | +3.7% | +48.7% | +115.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling