+169.4%
CEG vs FBTC
+62.5%
+106.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.5% |
| 7D | +6.7% | +1.5% | +5.1% | +6.1% |
| 30D | +11.0% | +20.7% | -9.7% | +5.0% |
| 3M | +19.5% | +23.7% | -4.2% | +12.1% |
| 6M | -5.9% | +15.0% | -20.9% | -10.1% |
| YTD | -15.0% | -10.5% | -4.5% | -13.7% |
| 1Y | +0.6% | -30.3% | +30.9% | +8.9% |
| All | +169.4% | +62.5% | +106.9% | +140.9% |
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