+113.0%
COP vs BIL
+19.4%
+93.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -11.5% | -0.3% | -11.3% | -11.9% |
| 30D | +5.0% | 0.0% | +5.0% | +6.2% |
| 3M | +17.5% | +0.3% | +17.2% | +21.4% |
| 6M | +16.2% | +1.2% | +15.0% | +27.6% |
| YTD | +48.8% | +2.5% | +46.3% | +77.1% |
| 1Y | +64.1% | +3.0% | +61.1% | +103.2% |
| 3Y | +25.7% | +13.2% | +12.5% | +190.0% |
| All | +113.0% | +19.4% | +93.6% | +660.0% |
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