+318.0%
CORZ vs FBTC
+77.2%
+240.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.4% | +3.1% | +1.8% |
| 7D | +26.4% | -6.3% | +32.6% | +32.0% |
| 30D | -6.8% | -14.3% | +7.5% | +4.4% |
| 3M | -31.1% | +12.6% | -43.7% | -36.7% |
| 6M | -36.9% | -11.8% | -25.1% | -31.7% |
| YTD | -1.2% | -18.6% | +17.4% | +11.9% |
| 1Y | -12.5% | -29.9% | +17.4% | +10.0% |
| All | +318.0% | +77.2% | +240.8% | +63.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling