-60.3%
CHTR vs FBTC
+60.2%
-120.5%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.3% | +3.4% | +3.7% |
| 7D | -4.1% | -3.1% | -1.0% | -3.8% |
| 30D | -3.0% | +22.0% | -25.0% | -5.1% |
| 3M | +4.8% | +21.6% | -16.9% | +2.4% |
| 6M | -35.0% | +9.2% | -44.3% | -35.7% |
| YTD | -30.2% | -11.8% | -18.4% | -29.6% |
| 1Y | -44.8% | -32.7% | -12.1% | -42.3% |
| All | -60.3% | +60.2% | -120.5% | -63.7% |
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