-4.7%
CMS vs FBTC
-32.1%
+27.4%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.4% | +3.8% | -0.8% |
| 7D | -1.3% | -6.3% | +5.0% | -1.5% |
| 30D | +5.3% | -14.3% | +19.5% | +4.6% |
| 3M | -0.3% | +12.6% | -12.9% | 0.0% |
| 6M | -4.0% | -11.8% | +7.8% | -3.6% |
| YTD | +2.1% | -18.6% | +20.8% | +3.1% |
| 1Y | -4.7% | -29.9% | +25.2% | -2.7% |
| All | -4.7% | -32.1% | +27.4% | -2.7% |
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