-8.9%
CRM vs FBTC
+59.7%
-68.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +1.0% | -0.2% |
| 7D | -8.1% | -5.8% | -2.3% | -7.2% |
| 30D | +23.1% | +21.4% | +1.6% | +19.3% |
| 3M | +42.5% | +24.5% | +18.1% | +37.4% |
| 6M | +25.3% | +9.9% | +15.4% | +22.9% |
| YTD | -7.8% | -12.0% | +4.2% | -6.7% |
| 1Y | +1.0% | -32.3% | +33.4% | +6.5% |
| All | -8.9% | +59.7% | -68.6% | -17.8% |
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 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