+39.6%
CTAS vs FBTC
+62.5%
-22.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.1% |
| 7D | 0.0% | +1.5% | -1.6% | -0.1% |
| 30D | -1.0% | +20.7% | -21.7% | -1.7% |
| 3M | +15.8% | +23.7% | -7.9% | +14.8% |
| 6M | -1.0% | +15.0% | -16.0% | -1.6% |
| YTD | +7.4% | -10.5% | +17.9% | +8.0% |
| 1Y | -0.1% | -30.3% | +30.1% | +1.9% |
| All | +39.6% | +62.5% | -22.8% | +37.9% |
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 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