+146.3%
CMI vs FBTC
+62.0%
+84.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.2% |
| 7D | +0.7% | +1.1% | -0.4% | +0.4% |
| 30D | -12.3% | +22.3% | -34.6% | -15.7% |
| 3M | -16.8% | +26.0% | -42.8% | -20.5% |
| 6M | +1.5% | +13.2% | -11.6% | -1.2% |
| YTD | +9.8% | -10.7% | +20.5% | +10.3% |
| 1Y | +42.6% | -30.0% | +72.5% | +48.0% |
| All | +146.3% | +62.0% | +84.2% | +127.5% |
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