+99.0%
CAT vs FBTC
+56.9%
+42.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | -10.3% | -1.2% | -9.1% | -10.1% |
| 30D | -31.2% | -9.1% | -22.1% | -29.9% |
| 3M | -34.7% | +17.6% | -52.2% | -36.6% |
| 6M | -39.5% | -7.1% | -32.4% | -38.8% |
| YTD | -1.7% | -13.6% | +11.9% | -0.2% |
| 1Y | -1.1% | -25.1% | +23.9% | +2.6% |
| All | +99.0% | +56.9% | +42.0% | +85.3% |
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