+366.8%
CSCO vs BIL
+25.3%
+341.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -0.5% | +0.1% | -0.6% | -0.5% |
| 30D | -10.1% | +0.3% | -10.4% | -10.1% |
| 3M | -11.7% | +0.9% | -12.6% | -11.6% |
| 6M | +40.1% | +1.8% | +38.3% | +40.2% |
| YTD | +43.8% | +2.5% | +41.3% | +43.9% |
| 1Y | +66.6% | +3.7% | +62.9% | +66.8% |
| 3Y | +108.5% | +14.1% | +94.4% | +95.2% |
| 5Y | +114.0% | +19.4% | +94.5% | +83.4% |
| 10Y | +366.8% | +25.3% | +341.6% | +277.8% |
| All | +366.8% | +25.3% | +341.6% | +277.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling