+45.9%
CSCO vs BIL
+3.0%
+42.9%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -6.1% | -0.3% | -5.8% | -4.8% |
| 30D | -8.2% | 0.0% | -8.1% | -6.8% |
| 3M | -14.6% | +0.3% | -14.9% | -11.0% |
| 6M | +12.7% | +1.2% | +11.5% | +23.9% |
| YTD | +37.0% | +2.4% | +34.6% | +42.7% |
| 1Y | +45.9% | +3.0% | +42.9% | +50.4% |
| All | +45.9% | +3.0% | +42.9% | +50.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling