+27.8%
CFG vs FBTC
-29.0%
+56.7%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.7% |
| 7D | -0.8% | -6.8% | +6.0% | -0.1% |
| 30D | +3.1% | -9.9% | +13.0% | +4.1% |
| 3M | -9.7% | +17.5% | -27.2% | -11.0% |
| 6M | +6.7% | -9.1% | +15.8% | +8.5% |
| YTD | +15.2% | -14.9% | +30.1% | +15.5% |
| All | +27.8% | -29.0% | +56.7% | +29.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling