-63.3%
CSGP vs FBTC
+47.7%
-111.1%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.4% | +3.8% | -0.2% |
| 7D | -6.1% | -6.3% | +0.2% | -5.6% |
| 30D | +0.3% | -14.3% | +14.6% | +1.6% |
| 3M | -1.3% | +12.6% | -13.9% | -2.9% |
| 6M | -8.9% | -11.8% | +2.9% | -8.2% |
| YTD | -55.2% | -18.6% | -36.6% | -54.5% |
| 1Y | -56.4% | -29.9% | -26.5% | -55.1% |
| All | -63.3% | +47.7% | -111.1% | -64.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling