-1.5%
COF vs FBTC
-28.2%
+26.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | +0.1% |
| 7D | +1.8% | +2.9% | -1.1% | +1.2% |
| 30D | -0.6% | +23.0% | -23.6% | -4.9% |
| 3M | +20.3% | +25.6% | -5.3% | +14.3% |
| 6M | +13.0% | +9.0% | +4.0% | +10.2% |
| YTD | -8.3% | -8.9% | +0.6% | -9.9% |
| 1Y | -1.5% | -27.5% | +26.1% | -0.4% |
| All | -1.5% | -28.2% | +26.8% | -0.4% |
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 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