-5.1%
COST vs BIL
+3.7%
-8.7%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -2.8% | +0.1% | -2.9% | -2.9% |
| 30D | -5.3% | +0.3% | -5.5% | -5.4% |
| 3M | -6.7% | +0.9% | -7.6% | -5.7% |
| 6M | -9.9% | +1.8% | -11.7% | -8.0% |
| YTD | +5.1% | +2.5% | +2.7% | +12.5% |
| All | -5.1% | +3.7% | -8.7% | +35.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling