+30.7%
CMS vs FBTC
+56.9%
-26.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.1% |
| 7D | -1.3% | -1.2% | -0.1% | -1.3% |
| 30D | +6.3% | -9.1% | +15.4% | +6.2% |
| 3M | -2.1% | +17.6% | -19.6% | -1.9% |
| 6M | -5.1% | -7.1% | +2.0% | -4.9% |
| YTD | +1.3% | -13.6% | +14.8% | +1.5% |
| 1Y | -1.4% | -25.1% | +23.7% | -1.2% |
| All | +30.7% | +56.9% | -26.2% | +27.4% |
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 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