+749.2%
COST vs BIL
+26.1%
+723.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +2.5% | +0.1% | +2.4% | +2.3% |
| 30D | +14.6% | +0.3% | +14.3% | +13.8% |
| 3M | +15.2% | +0.9% | +14.3% | +12.8% |
| 6M | +7.2% | +1.8% | +5.4% | +3.1% |
| YTD | +27.4% | +3.1% | +24.3% | +19.2% |
| 1Y | +20.2% | +3.7% | +16.5% | +11.3% |
| 3Y | +96.9% | +13.8% | +83.1% | +39.6% |
| 5Y | +122.8% | +20.2% | +102.6% | +27.0% |
| All | +749.2% | +26.1% | +723.2% | +362.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling