+186.4%
COP vs BIL
+19.4%
+167.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -0.8% |
| 7D | +3.0% | +0.1% | +2.9% | +3.7% |
| 30D | +17.5% | +0.3% | +17.2% | +20.4% |
| 3M | +13.4% | +0.9% | +12.4% | +21.8% |
| 6M | +17.7% | +1.8% | +15.9% | +35.3% |
| YTD | +46.6% | +2.4% | +44.1% | +76.7% |
| 1Y | +44.6% | +3.7% | +40.9% | +93.1% |
| 3Y | +20.7% | +14.2% | +6.5% | +248.2% |
| All | +186.4% | +19.4% | +167.0% | +1,146.1% |
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 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