+77.9%
CTVA vs BIL
+19.8%
+58.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.7% | +1.9% |
| 7D | +1.6% | +0.1% | +1.5% | +1.9% |
| 30D | -8.5% | 0.0% | -8.5% | -8.8% |
| 3M | +5.3% | +0.6% | +4.7% | +7.1% |
| 6M | -0.1% | +1.5% | -1.6% | +4.5% |
| YTD | +21.2% | +2.8% | +18.4% | +31.8% |
| 1Y | +27.0% | +3.3% | +23.7% | +40.4% |
| 3Y | +87.2% | +13.4% | +73.8% | +163.0% |
| 5Y | +77.9% | +19.8% | +58.1% | +172.9% |
| All | +77.9% | +19.8% | +58.1% | +172.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling