+56.0%
CSX vs FBTC
+54.5%
+1.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +1.5% |
| 7D | -0.3% | -6.8% | +6.5% | +0.4% |
| 30D | +8.7% | -9.9% | +18.6% | +9.7% |
| 3M | +4.2% | +17.5% | -13.3% | +2.2% |
| 6M | +16.7% | -9.1% | +25.7% | +17.4% |
| YTD | +44.5% | -14.9% | +59.4% | +45.7% |
| 1Y | +50.3% | -27.6% | +77.9% | +54.2% |
| All | +56.0% | +54.5% | +1.5% | +48.6% |
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 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