+88.1%
CSCO vs BIL
+19.4%
+68.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -10.2% | -0.3% | -9.9% | -10.0% |
| 30D | -20.1% | 0.0% | -20.1% | -19.6% |
| 3M | -22.4% | +0.3% | -22.7% | -21.4% |
| 6M | +2.8% | +1.2% | +1.6% | +6.0% |
| YTD | +23.6% | +2.5% | +21.2% | +29.3% |
| 1Y | +34.0% | +3.0% | +31.0% | +41.5% |
| 3Y | +89.3% | +13.2% | +76.1% | +96.6% |
| All | +88.1% | +19.4% | +68.6% | +72.7% |
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