+987.9%
CLS vs FBTC
+65.3%
+922.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.3% | +1.7% |
| 7D | +4.6% | +2.9% | +1.6% | +3.6% |
| 30D | -13.9% | +23.0% | -36.9% | -20.1% |
| 3M | -26.6% | +25.6% | -52.2% | -32.2% |
| 6M | +15.4% | +9.0% | +6.4% | +11.7% |
| YTD | +5.7% | -8.9% | +14.6% | +7.7% |
| 1Y | +41.1% | -27.5% | +68.7% | +54.5% |
| All | +987.9% | +65.3% | +922.6% | +839.1% |
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