+122.9%
CFG vs FBTC
+54.8%
+68.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.3% | +4.3% | +3.2% |
| 7D | +0.3% | -2.4% | +2.6% | +0.7% |
| 30D | +3.2% | -9.1% | +12.3% | +4.9% |
| 3M | -9.7% | +15.0% | -24.7% | -12.1% |
| 6M | +3.6% | -6.9% | +10.5% | +4.5% |
| YTD | +14.7% | -14.7% | +29.4% | +16.6% |
| 1Y | +29.6% | -28.1% | +57.7% | +35.9% |
| All | +122.9% | +54.8% | +68.1% | +96.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling