+69.0%
COF vs FBTC
+60.2%
+8.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | -5.1% | -3.1% | -2.0% | -4.5% |
| 30D | -6.0% | +22.0% | -28.1% | -10.4% |
| 3M | +14.8% | +21.6% | -6.8% | +9.4% |
| 6M | +15.3% | +9.2% | +6.1% | +12.3% |
| YTD | -13.0% | -11.8% | -1.3% | -11.9% |
| 1Y | -5.7% | -32.7% | +27.0% | +1.1% |
| All | +69.0% | +60.2% | +8.9% | +44.5% |
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