-62.4%
CSGP vs FBTC
+65.3%
-127.7%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.5% | +0.1% | -2.2% |
| 7D | -4.1% | +2.9% | -7.0% | -4.3% |
| 30D | +2.3% | +23.0% | -20.7% | +0.1% |
| 3M | -8.2% | +25.6% | -33.8% | -10.5% |
| 6M | -35.1% | +9.0% | -44.1% | -35.8% |
| YTD | -54.0% | -8.9% | -45.1% | -53.6% |
| 1Y | -65.3% | -27.5% | -37.8% | -64.3% |
| All | -62.4% | +65.3% | -127.7% | -63.3% |
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