+604.2%
COST vs BIL
+25.2%
+579.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -2.5% | +0.1% | -2.5% | -2.6% |
| 30D | -4.4% | +0.3% | -4.7% | -5.0% |
| 3M | -8.1% | +0.9% | -9.0% | -9.8% |
| 6M | -9.2% | +1.8% | -11.0% | -12.7% |
| YTD | +5.1% | +2.5% | +2.6% | -0.3% |
| 1Y | -5.1% | +3.7% | -8.8% | -12.3% |
| 3Y | +70.4% | +14.1% | +56.3% | +18.6% |
| 5Y | +104.7% | +19.4% | +85.3% | +18.3% |
| All | +604.2% | +25.2% | +579.0% | +276.8% |
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