-18.3%
CTSH vs FBTC
+62.0%
-80.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.3% | -2.6% | -2.8% |
| 7D | -8.2% | +1.1% | -9.3% | -8.3% |
| 30D | +0.4% | +22.3% | -21.9% | -1.3% |
| 3M | +10.6% | +26.0% | -15.4% | +8.3% |
| 6M | -8.8% | +13.2% | -22.0% | -10.1% |
| YTD | -28.6% | -10.7% | -17.9% | -28.2% |
| 1Y | -15.9% | -30.0% | +14.0% | -13.4% |
| All | -18.3% | +62.0% | -80.3% | -17.4% |
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