-2.7%
CRM vs BIL
+19.4%
-22.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -8.1% | +0.1% | -8.2% | -8.3% |
| 30D | +23.1% | +0.3% | +22.8% | +21.3% |
| 3M | +42.5% | +0.9% | +41.6% | +35.9% |
| 6M | +25.3% | +1.8% | +23.5% | +15.1% |
| YTD | -7.8% | +2.5% | -10.3% | -17.6% |
| 1Y | +1.0% | +3.7% | -2.7% | -13.7% |
| 3Y | +10.0% | +14.1% | -4.1% | -50.3% |
| All | -2.7% | +19.4% | -22.2% | -69.4% |
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