-10.4%
CPNG vs FBTC
+62.5%
-72.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.7% | -1.4% | -2.8% |
| 7D | -6.3% | +1.5% | -7.8% | -6.6% |
| 30D | -8.7% | +20.7% | -29.4% | -12.1% |
| 3M | -2.4% | +23.7% | -26.1% | -6.5% |
| 6M | -22.3% | +15.0% | -37.4% | -24.5% |
| YTD | -37.2% | -10.5% | -26.7% | -37.1% |
| 1Y | -53.0% | -30.3% | -22.7% | -51.7% |
| All | -10.4% | +62.5% | -72.9% | -23.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling