-35.1%
CSGP vs FBTC
+11.1%
-46.2%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.5% | +0.1% | -2.4% |
| 7D | -4.1% | +2.9% | -7.0% | -4.1% |
| 30D | +2.3% | +23.0% | -20.7% | +1.9% |
| 3M | -8.2% | +25.6% | -33.8% | -8.6% |
| 6M | -35.1% | +9.0% | -44.1% | -35.6% |
| All | -35.1% | +11.1% | -46.2% | -35.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling