+358.1%
COP vs BIL
+31.3%
+326.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +3.4% | +0.1% | +3.3% | +3.8% |
| 30D | -0.6% | +0.3% | -0.9% | +1.1% |
| 3M | +10.8% | +0.9% | +9.8% | +16.5% |
| 6M | +19.6% | +1.8% | +17.8% | +32.2% |
| YTD | +52.9% | +3.1% | +49.8% | +81.3% |
| 1Y | +62.2% | +3.7% | +58.5% | +98.0% |
| 3Y | +32.4% | +13.8% | +18.6% | +172.0% |
| 5Y | +129.7% | +20.2% | +109.5% | +546.7% |
| 10Y | +331.8% | +26.1% | +305.6% | +1,498.2% |
| All | +358.1% | +31.3% | +326.9% | +1,558.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling