-28.1%
CDW vs FBTC
+65.3%
-93.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.5% | -0.7% |
| 7D | +3.2% | +2.9% | +0.3% | +2.8% |
| 30D | +9.3% | +23.0% | -13.7% | +6.6% |
| 3M | +9.8% | +25.6% | -15.8% | +6.7% |
| 6M | +23.3% | +9.0% | +14.3% | +21.6% |
| YTD | +13.7% | -8.9% | +22.6% | +14.6% |
| 1Y | -6.5% | -27.5% | +21.1% | -2.5% |
| All | -28.1% | +65.3% | -93.4% | -33.1% |
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 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