+80.4%
CF vs FBTC
+65.3%
+15.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.5% | -0.7% | -3.1% |
| 7D | +6.0% | +2.9% | +3.1% | +5.9% |
| 30D | +14.8% | +23.0% | -8.2% | +14.0% |
| 3M | +14.1% | +25.6% | -11.5% | +13.1% |
| 6M | +28.5% | +9.0% | +19.5% | +28.1% |
| YTD | +74.9% | -8.9% | +83.9% | +76.1% |
| 1Y | +61.7% | -27.5% | +89.2% | +65.1% |
| All | +80.4% | +65.3% | +15.1% | +64.9% |
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 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