+6.5%
CDNS vs FBTC
+62.5%
-56.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.7% | -1.2% | -2.6% |
| 7D | -9.2% | +1.5% | -10.8% | -9.5% |
| 30D | -16.3% | +20.7% | -36.9% | -19.5% |
| 3M | -27.9% | +23.7% | -51.6% | -31.2% |
| 6M | -4.3% | +15.0% | -19.3% | -7.5% |
| YTD | -9.1% | -10.5% | +1.4% | -8.5% |
| 1Y | -21.2% | -30.3% | +9.0% | -17.1% |
| All | +6.5% | +62.5% | -56.0% | -3.0% |
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