+51.7%
COR vs FBTC
+62.5%
-10.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.2% | -2.0% |
| 7D | -1.9% | +1.5% | -3.4% | -1.8% |
| 30D | +1.5% | +20.7% | -19.2% | +2.4% |
| 3M | +18.7% | +23.7% | -5.0% | +19.9% |
| 6M | -9.0% | +15.0% | -24.1% | -8.3% |
| YTD | -3.3% | -10.5% | +7.2% | -3.3% |
| 1Y | +9.8% | -30.3% | +40.1% | +8.8% |
| All | +51.7% | +62.5% | -10.8% | +59.9% |
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