+148.8%
CART vs FBTC
+57.6%
+91.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.9% | +2.5% | -1.7% |
| 7D | +1.2% | -5.8% | +7.0% | +2.0% |
| 30D | +27.1% | -11.2% | +38.3% | +29.1% |
| 3M | +27.4% | +17.3% | +10.1% | +24.4% |
| 6M | +32.1% | -6.9% | +39.0% | +32.9% |
| YTD | +28.5% | -13.2% | +41.7% | +29.5% |
| 1Y | +58.8% | -26.9% | +85.7% | +63.6% |
| All | +148.8% | +57.6% | +91.2% | +122.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling