+545.4%
CSCO vs BIL
+30.4%
+515.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.7% |
| 7D | -0.7% | +0.1% | -0.8% | -0.3% |
| 30D | -10.1% | +0.3% | -10.5% | -8.7% |
| 3M | -15.7% | +0.9% | -16.6% | -11.9% |
| 6M | +36.3% | +1.8% | +34.4% | +48.4% |
| YTD | +43.8% | +2.4% | +41.4% | +61.0% |
| 1Y | +63.9% | +3.7% | +60.2% | +94.7% |
| 3Y | +104.4% | +14.2% | +90.2% | +284.5% |
| 5Y | +111.4% | +19.4% | +91.9% | +396.8% |
| 10Y | +361.7% | +25.2% | +336.5% | +1,294.6% |
| All | +545.4% | +30.4% | +515.0% | +2,113.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling