+20.9%
CP vs FBTC
+65.3%
-44.4%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.9% | +0.5% |
| 7D | -2.7% | +2.9% | -5.6% | -2.9% |
| 30D | +0.2% | +23.0% | -22.9% | -1.7% |
| 3M | +2.6% | +25.6% | -23.0% | +0.4% |
| 6M | +6.0% | +9.0% | -3.0% | +4.9% |
| YTD | +24.9% | -8.9% | +33.9% | +25.4% |
| 1Y | +20.1% | -27.5% | +47.6% | +23.4% |
| All | +20.9% | +65.3% | -44.4% | +17.3% |
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