-20.9%
CMG vs FBTC
+62.0%
-82.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.3% | -2.5% |
| 7D | -6.5% | +1.1% | -7.6% | -6.6% |
| 30D | +12.1% | +22.3% | -10.2% | +9.4% |
| 3M | +20.6% | +26.0% | -5.4% | +17.1% |
| 6M | +2.1% | +13.2% | -11.1% | +0.3% |
| YTD | -2.6% | -10.7% | +8.1% | -2.3% |
| 1Y | -8.7% | -30.0% | +21.3% | -6.1% |
| All | -20.9% | +62.0% | -82.9% | -24.5% |
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