+2,718.6%
COST vs BIL
+31.3%
+2,687.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +2.5% | +0.1% | +2.4% | +2.7% |
| 30D | +14.6% | +0.3% | +14.3% | +15.7% |
| 3M | +15.2% | +0.9% | +14.3% | +18.5% |
| 6M | +7.2% | +1.8% | +5.4% | +13.4% |
| YTD | +27.4% | +3.1% | +24.3% | +40.1% |
| 1Y | +20.2% | +3.7% | +16.5% | +34.4% |
| 3Y | +96.9% | +13.8% | +83.1% | +195.0% |
| 5Y | +122.8% | +20.2% | +102.6% | +301.8% |
| 10Y | +764.3% | +26.1% | +738.1% | +1,773.1% |
| All | +2,718.6% | +31.3% | +2,687.3% | +5,817.4% |
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 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