-5.1%
COF vs FBTC
-23.0%
+18.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.8% | -4.0% | -1.8% |
| 7D | +0.7% | -1.8% | +2.5% | +1.1% |
| 30D | +5.7% | -6.6% | +12.4% | +7.2% |
| 3M | -6.7% | +24.5% | -31.2% | -11.5% |
| 6M | +9.5% | -0.2% | +9.7% | +9.2% |
| YTD | -13.9% | -8.7% | -5.2% | -15.7% |
| 1Y | -5.1% | -20.7% | +15.7% | -5.0% |
| All | -5.1% | -23.0% | +18.0% | -5.0% |
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