-39.4%
CAG vs FBTC
+59.7%
-99.1%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.4% | -1.3% | -2.7% |
| 7D | -5.9% | -5.8% | -0.1% | -6.0% |
| 30D | -1.5% | +21.4% | -23.0% | -1.3% |
| 3M | +11.5% | +24.5% | -13.0% | +11.8% |
| 6M | -15.7% | +9.9% | -25.6% | -15.6% |
| YTD | -10.2% | -12.0% | +1.8% | -10.1% |
| 1Y | -18.1% | -32.3% | +14.3% | -17.8% |
| All | -39.4% | +59.7% | -99.1% | -37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FBTC.
Daily Out/Under-Performance
Portfolio return minus FBTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FBTC 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 FBTC 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