-8.7%
CTSH vs FBTC
+52.5%
-61.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.5% | +3.7% | +2.3% |
| 7D | +1.8% | -5.4% | +7.2% | +2.3% |
| 30D | +9.8% | -10.5% | +20.3% | +10.7% |
| 3M | +12.1% | +15.1% | -3.0% | +10.6% |
| 6M | +27.4% | -8.3% | +35.7% | +27.9% |
| YTD | -20.3% | -16.0% | -4.3% | -19.5% |
| 1Y | -8.8% | -30.7% | +21.9% | -6.2% |
| All | -8.7% | +52.5% | -61.3% | -7.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling