-31.8%
CPRT vs FBTC
+62.5%
-94.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.7% | -1.6% | -3.2% |
| 7D | +0.4% | +1.5% | -1.1% | +0.3% |
| 30D | +9.9% | +20.7% | -10.8% | +8.1% |
| 3M | +5.6% | +23.7% | -18.0% | +3.6% |
| 6M | -13.6% | +15.0% | -28.6% | -14.9% |
| YTD | -16.7% | -10.5% | -6.2% | -16.4% |
| 1Y | -33.1% | -30.3% | -2.9% | -31.3% |
| All | -31.8% | +62.5% | -94.3% | -33.5% |
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