+54.4%
CCJ vs FBTC
+47.7%
+6.7%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.4% | +1.0% | -2.3% |
| 7D | +5.0% | -6.3% | +11.3% | +6.8% |
| 30D | -16.7% | -14.3% | -2.4% | -13.2% |
| 3M | -27.5% | +12.6% | -40.1% | -29.4% |
| 6M | -38.6% | -11.8% | -26.8% | -36.9% |
| YTD | -21.5% | -18.6% | -2.9% | -18.7% |
| 1Y | -22.3% | -29.9% | +7.6% | -17.4% |
| All | +54.4% | +47.7% | +6.7% | +59.5% |
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