+87.2%
CTVA vs BIL
+13.4%
+73.8%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.7% | +1.8% |
| 7D | +1.6% | +0.1% | +1.5% | +1.9% |
| 30D | -8.5% | 0.0% | -8.5% | -9.0% |
| 3M | +5.3% | +0.6% | +4.7% | +5.1% |
| 6M | -0.1% | +1.5% | -1.6% | -0.2% |
| YTD | +21.2% | +2.8% | +18.4% | +21.5% |
| 1Y | +27.0% | +3.3% | +23.7% | +26.8% |
| 3Y | +87.2% | +13.4% | +73.8% | -32.9% |
| All | +87.2% | +13.4% | +73.8% | -32.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling