-31.5%
CLF vs FBTC
+65.3%
-96.8%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.5% | +4.3% | +2.5% |
| 7D | +7.6% | +2.9% | +4.7% | +6.6% |
| 30D | -1.2% | +23.0% | -24.2% | -7.3% |
| 3M | -13.4% | +25.6% | -39.0% | -19.4% |
| 6M | +15.4% | +9.0% | +6.4% | +11.7% |
| YTD | -5.9% | -8.9% | +3.1% | -4.8% |
| 1Y | +18.8% | -27.5% | +46.4% | +29.0% |
| All | -31.5% | +65.3% | -96.8% | -35.5% |
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