+151.7%
CART vs FBTC
+54.8%
+96.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +0.8% |
| 7D | +1.5% | -2.4% | +3.9% | +1.9% |
| 30D | +22.4% | -9.1% | +31.5% | +24.0% |
| 3M | +16.5% | +15.0% | +1.5% | +14.1% |
| 6M | +44.9% | -6.9% | +51.7% | +45.7% |
| YTD | +30.0% | -14.7% | +44.7% | +31.3% |
| 1Y | +59.1% | -28.1% | +87.2% | +64.2% |
| All | +151.7% | +54.8% | +96.8% | +125.6% |
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