+22.1%
CTVA vs FBTC
-28.2%
+50.3%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.7% | -0.7% |
| 7D | +4.9% | +2.9% | +2.0% | +4.8% |
| 30D | +11.9% | +23.0% | -11.1% | +10.8% |
| 3M | +13.7% | +25.6% | -11.9% | +12.4% |
| 6M | +13.1% | +9.0% | +4.1% | +12.8% |
| YTD | +32.0% | -8.9% | +40.9% | +32.7% |
| 1Y | +22.1% | -27.5% | +49.6% | +22.7% |
| All | +22.1% | -28.2% | +50.3% | +22.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling