+2,651.3%
COST vs BIL
+30.8%
+2,620.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +4.6% | +0.1% | +4.5% | +4.9% |
| 30D | +12.8% | 0.0% | +12.8% | +12.7% |
| 3M | +12.1% | +0.6% | +11.5% | +14.2% |
| 6M | +6.0% | +1.5% | +4.5% | +11.1% |
| YTD | +24.4% | +2.8% | +21.6% | +35.3% |
| 1Y | +17.1% | +3.3% | +13.8% | +29.6% |
| 3Y | +92.2% | +13.4% | +78.7% | +184.9% |
| 5Y | +122.5% | +19.8% | +102.7% | +297.2% |
| 10Y | +758.9% | +25.7% | +733.3% | +1,738.6% |
| All | +2,651.3% | +30.8% | +2,620.5% | +5,614.4% |
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