+9.7%
CRM vs BIL
+14.1%
-4.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -8.1% | +0.1% | -8.2% | -8.2% |
| 30D | +23.1% | +0.3% | +22.8% | +22.2% |
| 3M | +42.5% | +0.9% | +41.6% | +38.1% |
| 6M | +25.3% | +1.8% | +23.5% | +20.4% |
| YTD | -7.8% | +2.5% | -10.3% | -11.5% |
| 1Y | +1.0% | +3.7% | -2.7% | -1.4% |
| All | +9.7% | +14.1% | -4.3% | -13.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling