+147.2%
CMI vs FBTC
+60.2%
+87.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.2% |
| 7D | -0.7% | -3.1% | +2.4% | -0.2% |
| 30D | -12.4% | +22.0% | -34.4% | -15.7% |
| 3M | -14.8% | +21.6% | -36.4% | -18.1% |
| 6M | +0.8% | +9.2% | -8.4% | -1.3% |
| YTD | +10.2% | -11.8% | +22.0% | +11.0% |
| 1Y | +37.4% | -32.7% | +70.1% | +43.5% |
| All | +147.2% | +60.2% | +87.0% | +128.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling