+132.2%
COP vs BIL
+20.3%
+111.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.8% |
| 7D | +4.4% | +0.1% | +4.3% | +4.9% |
| 30D | 0.0% | +0.3% | -0.4% | +2.2% |
| 3M | +15.0% | +1.0% | +14.1% | +22.4% |
| 6M | +22.0% | +1.9% | +20.1% | +38.2% |
| YTD | +55.3% | +3.2% | +52.2% | +92.3% |
| 1Y | +64.1% | +3.7% | +60.4% | +110.7% |
| 3Y | +34.1% | +13.8% | +20.2% | +228.8% |
| All | +132.2% | +20.3% | +111.9% | +805.3% |
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