+33.4%
CRH vs FBTC
+60.2%
-26.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +1.0% |
| 7D | -6.1% | -3.1% | -2.9% | -5.5% |
| 30D | -9.3% | +22.0% | -31.3% | -12.5% |
| 3M | -15.2% | +21.6% | -36.8% | -18.2% |
| 6M | -14.2% | +9.2% | -23.4% | -15.9% |
| YTD | -28.3% | -11.8% | -16.5% | -27.6% |
| 1Y | -21.8% | -32.7% | +10.9% | -17.4% |
| All | +33.4% | +60.2% | -26.7% | +24.4% |
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