+113.3%
CSCO vs BIL
+19.4%
+93.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.6% |
| 7D | -0.7% | +0.1% | -0.8% | -0.5% |
| 30D | -10.1% | +0.3% | -10.5% | -9.5% |
| 3M | -15.7% | +0.9% | -16.6% | -13.9% |
| 6M | +36.3% | +1.8% | +34.4% | +40.6% |
| YTD | +43.8% | +2.4% | +41.4% | +49.5% |
| 1Y | +63.9% | +3.7% | +60.2% | +73.2% |
| 3Y | +104.4% | +14.2% | +90.2% | +109.7% |
| All | +113.3% | +19.4% | +93.9% | +109.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling