-32.9%
CLF vs FBTC
+54.8%
-87.7%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -1.3% | +8.3% | +7.4% |
| 7D | -14.1% | -2.4% | -11.7% | -13.5% |
| 30D | -5.5% | -9.1% | +3.6% | -2.9% |
| 3M | 0.0% | +15.0% | -15.0% | -4.5% |
| 6M | +11.3% | -6.9% | +18.1% | +12.7% |
| YTD | -7.7% | -14.7% | +7.0% | -5.0% |
| 1Y | +17.5% | -28.1% | +45.7% | +27.1% |
| All | -32.9% | +54.8% | -87.7% | -35.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling