+454.7%
CSCO vs BIL
+30.4%
+424.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -1.8% |
| 7D | -10.2% | -0.3% | -9.9% | -11.2% |
| 30D | -20.1% | 0.0% | -20.1% | -20.0% |
| 3M | -22.4% | +0.3% | -22.7% | -21.2% |
| 6M | +2.8% | +1.2% | +1.6% | +8.9% |
| YTD | +23.6% | +2.5% | +21.2% | +38.5% |
| 1Y | +34.0% | +3.0% | +31.0% | +54.3% |
| 3Y | +89.3% | +13.2% | +76.1% | +241.2% |
| 5Y | +87.9% | +19.4% | +68.4% | +342.0% |
| 10Y | +314.9% | +25.2% | +289.7% | +1,152.5% |
| All | +454.7% | +30.4% | +424.3% | +1,803.4% |
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