+25.4%
CNH vs FBTC
+62.5%
-37.1%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.7% | -3.8% | -5.4% |
| 7D | +8.8% | +1.5% | +7.3% | +8.6% |
| 30D | +24.7% | +20.7% | +4.0% | +22.0% |
| 3M | +27.3% | +23.7% | +3.7% | +24.2% |
| 6M | +23.2% | +15.0% | +8.1% | +20.8% |
| YTD | +48.9% | -10.5% | +59.4% | +49.8% |
| 1Y | +19.4% | -30.3% | +49.7% | +23.5% |
| All | +25.4% | +62.5% | -37.1% | +18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling