-20.5%
CMG vs FBTC
+60.2%
-80.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.2% |
| 7D | -2.1% | -3.1% | +1.1% | -1.7% |
| 30D | +10.9% | +22.0% | -11.1% | +8.2% |
| 3M | +15.8% | +21.6% | -5.8% | +13.0% |
| 6M | +6.9% | +9.2% | -2.3% | +5.5% |
| YTD | -2.2% | -11.8% | +9.6% | -1.7% |
| 1Y | -7.1% | -32.7% | +25.6% | -4.1% |
| All | -20.5% | +60.2% | -80.7% | -24.1% |
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 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