+219.9%
CTVA vs BIL
+21.2%
+198.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -5.8% | +0.1% | -5.9% | -5.6% |
| 30D | +11.1% | +0.3% | +10.8% | +12.1% |
| 3M | +13.2% | +0.9% | +12.3% | +16.3% |
| 6M | +8.7% | +1.8% | +6.9% | +14.8% |
| YTD | +27.3% | +2.5% | +24.8% | +37.0% |
| 1Y | +18.0% | +3.7% | +14.3% | +32.0% |
| 3Y | +76.5% | +14.1% | +62.4% | +161.0% |
| 5Y | +105.1% | +19.4% | +85.7% | +230.3% |
| All | +219.9% | +21.2% | +198.8% | +225.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling