+27.6%
CL vs FBTC
-32.1%
+59.7%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.4% | +4.3% | -0.4% |
| 7D | -0.8% | -6.3% | +5.5% | -1.2% |
| 30D | +9.5% | -14.3% | +23.7% | +8.4% |
| 3M | +6.6% | +12.6% | -5.9% | +7.5% |
| 6M | +13.2% | -11.8% | +25.1% | +13.3% |
| YTD | +26.9% | -18.6% | +45.5% | +26.6% |
| 1Y | +27.6% | -29.9% | +57.5% | +25.1% |
| All | +27.6% | -32.1% | +59.7% | +25.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling