+28.0%
CFG vs FBTC
-29.8%
+57.8%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.3% | +4.3% | +3.1% |
| 7D | +0.3% | -2.4% | +2.6% | +0.5% |
| 30D | +3.2% | -9.1% | +12.3% | +4.1% |
| 3M | -9.7% | +15.0% | -24.7% | -10.8% |
| 6M | +3.6% | -6.9% | +10.5% | +5.0% |
| YTD | +14.7% | -14.7% | +29.4% | +15.1% |
| All | +28.0% | -29.8% | +57.8% | +30.1% |
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 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