+53.9%
CB vs FBTC
+65.3%
-11.4%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.5% | +0.6% | -1.9% |
| 7D | +0.5% | +2.9% | -2.4% | +0.5% |
| 30D | -3.1% | +23.0% | -26.1% | -2.8% |
| 3M | +9.0% | +25.6% | -16.6% | +9.3% |
| 6M | +2.9% | +9.0% | -6.1% | +3.1% |
| YTD | +10.1% | -8.9% | +19.1% | +10.6% |
| 1Y | +22.8% | -27.5% | +50.3% | +23.5% |
| All | +53.9% | +65.3% | -11.4% | +54.8% |
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