+308.5%
CSCO vs BIL
+26.1%
+282.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | 0.0% | -6.3% | -6.3% |
| 7D | +1.9% | +0.1% | +1.8% | +1.9% |
| 30D | -15.8% | +0.3% | -16.2% | -16.0% |
| 3M | -15.4% | +1.0% | -16.3% | -15.8% |
| 6M | -5.4% | +1.9% | -7.3% | -6.1% |
| YTD | +26.5% | +3.2% | +23.3% | +24.9% |
| 1Y | +25.9% | +3.7% | +22.2% | +24.1% |
| 3Y | +97.5% | +13.8% | +83.7% | +77.0% |
| 5Y | +93.0% | +20.3% | +72.7% | +48.6% |
| All | +308.5% | +26.1% | +282.4% | +168.8% |
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