+104.4%
COST vs BIL
+19.4%
+85.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -5.8% |
| 3M | -6.7% | +0.9% | -7.6% | -8.1% |
| 6M | -9.9% | +1.8% | -11.7% | -12.7% |
| YTD | +5.1% | +2.5% | +2.7% | +0.9% |
| 1Y | -7.3% | +3.7% | -11.0% | -12.7% |
| 3Y | +70.4% | +14.1% | +56.3% | +27.0% |
| 5Y | +104.4% | +19.4% | +85.0% | +11.4% |
| All | +104.4% | +19.4% | +85.0% | +11.4% |
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