+301.0%
CSCO vs BIL
+25.6%
+275.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -10.2% | -0.3% | -9.9% | -9.8% |
| 30D | -20.1% | 0.0% | -20.1% | -19.8% |
| 3M | -22.1% | +0.6% | -22.7% | -21.9% |
| 6M | +3.2% | +1.5% | +1.7% | +3.1% |
| YTD | +24.1% | +2.8% | +21.3% | +23.6% |
| 1Y | +34.6% | +3.3% | +31.2% | +33.8% |
| 3Y | +90.0% | +13.5% | +76.5% | +73.1% |
| 5Y | +88.6% | +19.8% | +68.8% | +49.4% |
| All | +301.0% | +25.6% | +275.4% | +178.0% |
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