+231.7%
CTVA vs BIL
+21.1%
+210.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.8% |
| 7D | +4.9% | +0.1% | +4.9% | +5.2% |
| 30D | +11.9% | +0.3% | +11.6% | +13.1% |
| 3M | +13.7% | +0.9% | +12.7% | +16.9% |
| 6M | +13.1% | +1.8% | +11.3% | +19.5% |
| YTD | +32.0% | +2.4% | +29.5% | +42.0% |
| 1Y | +22.1% | +3.7% | +18.3% | +36.7% |
| 3Y | +77.5% | +14.2% | +63.3% | +163.3% |
| 5Y | +106.3% | +19.4% | +86.9% | +232.0% |
| All | +231.7% | +21.1% | +210.5% | +236.8% |
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