+218.9%
CTVA vs BIL
+21.2%
+197.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -4.7% | +0.1% | -4.7% | -4.5% |
| 30D | +11.1% | +0.3% | +10.8% | +12.1% |
| 3M | +13.7% | +0.9% | +12.8% | +16.8% |
| 6M | +11.2% | +1.8% | +9.4% | +17.4% |
| YTD | +26.9% | +2.5% | +24.4% | +36.7% |
| 1Y | +18.8% | +3.7% | +15.1% | +32.9% |
| 3Y | +75.9% | +14.1% | +61.9% | +160.4% |
| 5Y | +105.2% | +19.4% | +85.8% | +230.8% |
| All | +218.9% | +21.2% | +197.8% | +224.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling