+11.7%
CMI vs FBTC
-23.0%
+34.7%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +2.8% | -8.6% | -6.5% |
| 7D | -11.2% | -1.8% | -9.4% | -10.8% |
| 30D | -9.8% | -6.6% | -3.2% | -8.3% |
| 3M | -25.5% | +24.5% | -50.1% | -30.3% |
| 6M | -27.7% | -0.2% | -27.5% | -27.4% |
| YTD | -6.6% | -8.7% | +2.1% | -7.5% |
| 1Y | +11.7% | -20.7% | +32.4% | +13.8% |
| All | +11.7% | -23.0% | +34.7% | +13.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling