+444.5%
CORZ vs FBTC
+94.9%
+349.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.7% | +6.4% | +5.9% |
| 7D | +16.6% | +1.5% | +15.0% | +15.3% |
| 30D | -10.9% | +20.7% | -31.5% | -22.5% |
| 3M | -31.0% | +23.7% | -54.7% | -41.2% |
| 6M | +26.0% | +15.0% | +11.0% | +12.2% |
| YTD | +28.6% | -10.5% | +39.1% | +35.6% |
| 1Y | +34.5% | -30.3% | +64.7% | +67.3% |
| All | +444.5% | +94.9% | +349.6% | +98.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling