+29.4%
CG vs FBTC
+65.3%
-35.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.9% | -0.9% |
| 7D | -4.3% | +2.9% | -7.2% | -5.1% |
| 30D | -5.1% | +23.0% | -28.1% | -10.8% |
| 3M | +8.7% | +25.6% | -16.9% | +1.3% |
| 6M | -9.2% | +9.0% | -18.2% | -12.0% |
| YTD | -18.9% | -8.9% | -9.9% | -17.9% |
| 1Y | -25.6% | -27.5% | +1.9% | -20.3% |
| All | +29.4% | +65.3% | -35.9% | +13.1% |
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 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