+26.6%
CG vs FBTC
+62.5%
-35.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -1.7% |
| 7D | -1.3% | +1.5% | -2.8% | -1.7% |
| 30D | -3.2% | +20.7% | -23.8% | -8.5% |
| 3M | +6.2% | +23.7% | -17.4% | -0.5% |
| 6M | -4.7% | +15.0% | -19.7% | -9.0% |
| YTD | -20.6% | -10.5% | -10.1% | -19.2% |
| 1Y | -26.4% | -30.3% | +3.9% | -20.2% |
| All | +26.6% | +62.5% | -35.9% | +11.2% |
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 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