+29.4%
CMS vs FBTC
+65.3%
-35.9%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.3% | -0.2% |
| 7D | +0.4% | +2.9% | -2.6% | +0.4% |
| 30D | -3.6% | +23.0% | -26.6% | -3.4% |
| 3M | -1.9% | +25.6% | -27.5% | -1.7% |
| 6M | -11.0% | +9.0% | -20.0% | -10.8% |
| YTD | +0.2% | -8.9% | +9.1% | +0.5% |
| 1Y | -1.3% | -27.5% | +26.2% | -1.1% |
| All | +29.4% | +65.3% | -35.9% | +26.2% |
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