+150.2%
CART vs FBTC
+56.9%
+93.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.6% |
| 7D | +3.0% | -1.2% | +4.2% | +3.1% |
| 30D | +28.6% | -9.1% | +37.7% | +30.2% |
| 3M | +29.1% | +17.6% | +11.5% | +26.0% |
| 6M | +44.7% | -7.1% | +51.8% | +45.6% |
| YTD | +29.2% | -13.6% | +42.8% | +30.3% |
| 1Y | +66.2% | -25.1% | +91.2% | +70.5% |
| All | +150.2% | +56.9% | +93.3% | +123.9% |
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