+91.5%
CSCO vs BIL
+20.3%
+71.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | 0.0% | -6.3% | -6.2% |
| 7D | +1.9% | +0.1% | +1.8% | +2.0% |
| 30D | -15.8% | +0.3% | -16.2% | -15.6% |
| 3M | -15.4% | +1.0% | -16.3% | -14.4% |
| 6M | -5.4% | +1.9% | -7.3% | -2.5% |
| YTD | +26.5% | +3.2% | +23.3% | +32.2% |
| 1Y | +25.9% | +3.7% | +22.2% | +32.6% |
| 3Y | +97.5% | +13.8% | +83.7% | +102.0% |
| All | +91.5% | +20.3% | +71.2% | +68.7% |
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