+324.2%
CSCO vs BIL
+25.7%
+298.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -4.7% | +0.1% | -4.8% | -4.8% |
| 30D | -17.1% | 0.0% | -17.1% | -16.9% |
| 3M | -19.6% | +0.6% | -20.2% | -19.5% |
| 6M | +2.4% | +1.5% | +0.9% | +2.3% |
| YTD | +29.8% | +2.8% | +27.0% | +29.2% |
| 1Y | +38.7% | +3.3% | +35.3% | +37.9% |
| 3Y | +101.3% | +13.4% | +87.9% | +84.0% |
| 5Y | +94.8% | +19.8% | +75.0% | +54.6% |
| 10Y | +324.2% | +25.7% | +298.6% | +195.1% |
| All | +324.2% | +25.7% | +298.6% | +195.1% |
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