+20.3%
CP vs FBTC
+62.5%
-42.1%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.4% |
| 7D | +2.4% | +1.5% | +0.9% | +2.3% |
| 30D | -0.5% | +20.7% | -21.2% | -2.2% |
| 3M | +1.4% | +23.7% | -22.2% | -0.6% |
| 6M | +10.3% | +15.0% | -4.7% | +8.7% |
| YTD | +24.3% | -10.5% | +34.8% | +25.0% |
| 1Y | +20.4% | -30.3% | +50.7% | +24.2% |
| All | +20.3% | +62.5% | -42.1% | +16.8% |
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 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