+31.9%
CMS vs FBTC
+47.7%
-15.9%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.4% | +3.8% | -0.6% |
| 7D | -1.3% | -6.3% | +5.0% | -1.3% |
| 30D | +5.3% | -14.3% | +19.5% | +5.1% |
| 3M | -0.3% | +12.6% | -12.9% | -0.3% |
| 6M | -4.0% | -11.8% | +7.8% | -3.9% |
| YTD | +2.1% | -18.6% | +20.8% | +2.3% |
| 1Y | -4.7% | -29.9% | +25.2% | -4.6% |
| All | +31.9% | +47.7% | -15.9% | +28.4% |
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