+137.8%
CFG vs FBTC
+62.5%
+75.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.8% |
| 7D | +2.7% | +1.5% | +1.1% | +2.4% |
| 30D | -3.7% | +20.7% | -24.4% | -6.9% |
| 3M | +9.5% | +23.7% | -14.2% | +5.2% |
| 6M | +22.2% | +15.0% | +7.2% | +18.6% |
| YTD | +22.3% | -10.5% | +32.8% | +23.5% |
| 1Y | +39.4% | -30.3% | +69.7% | +47.3% |
| All | +137.8% | +62.5% | +75.3% | +108.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling