+58.6%
CBRE vs FBTC
+54.5%
+4.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.3% |
| 7D | -4.6% | -6.8% | +2.2% | -3.8% |
| 30D | +3.0% | -9.9% | +12.8% | +4.3% |
| 3M | -8.7% | +17.5% | -26.2% | -10.5% |
| 6M | -7.9% | -9.1% | +1.2% | -7.0% |
| YTD | -16.3% | -14.9% | -1.4% | -15.3% |
| 1Y | -13.1% | -27.6% | +14.5% | -10.5% |
| All | +58.6% | +54.5% | +4.1% | +46.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling