+140.5%
CFG vs FBTC
+65.3%
+75.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.5% | +0.4% |
| 7D | +1.5% | +2.9% | -1.4% | +1.0% |
| 30D | -3.8% | +23.0% | -26.9% | -7.4% |
| 3M | +11.5% | +25.6% | -14.1% | +6.8% |
| 6M | +19.2% | +9.0% | +10.2% | +16.8% |
| YTD | +23.7% | -8.9% | +32.7% | +24.5% |
| 1Y | +38.8% | -27.5% | +66.4% | +45.6% |
| All | +140.5% | +65.3% | +75.2% | +110.2% |
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