-61.0%
CSGP vs FBTC
+57.6%
-118.6%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.9% | +3.3% | -1.2% |
| 7D | +13.9% | -5.8% | +19.7% | +14.4% |
| 30D | +16.0% | -11.2% | +27.2% | +17.1% |
| 3M | +6.1% | +17.3% | -11.2% | +4.0% |
| 6M | -8.2% | -6.9% | -1.3% | -7.8% |
| YTD | -52.3% | -13.2% | -39.1% | -51.8% |
| 1Y | -54.5% | -26.9% | -27.6% | -53.3% |
| All | -61.0% | +57.6% | -118.6% | -61.9% |
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