-4.6%
CARR vs FBTC
-28.2%
+23.6%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.5% | +3.6% | +1.3% |
| 7D | +1.6% | +2.9% | -1.4% | +1.3% |
| 30D | -8.7% | +23.0% | -31.8% | -10.4% |
| 3M | -12.6% | +25.6% | -38.2% | -14.3% |
| 6M | -1.5% | +9.0% | -10.5% | -2.5% |
| YTD | +14.3% | -8.9% | +23.2% | +15.5% |
| 1Y | -4.6% | -27.5% | +23.0% | +3.7% |
| All | -4.6% | -28.2% | +23.6% | +3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling