+32.5%
CMS vs FBTC
+54.8%
-22.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.9% | +0.5% |
| 7D | -0.9% | -2.4% | +1.5% | -0.9% |
| 30D | +7.1% | -9.1% | +16.2% | +6.9% |
| 3M | -1.3% | +15.0% | -16.3% | -1.2% |
| 6M | -2.7% | -6.9% | +4.2% | -2.5% |
| YTD | +2.6% | -14.7% | +17.3% | +2.8% |
| 1Y | -2.0% | -28.1% | +26.1% | -1.8% |
| All | +32.5% | +54.8% | -22.3% | +29.1% |
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