+95.2%
CVE vs FBTC
+47.7%
+47.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.4% | +6.1% | +2.1% |
| 7D | +4.6% | -6.3% | +10.9% | +5.3% |
| 30D | -12.0% | -14.3% | +2.3% | -10.6% |
| 3M | -3.8% | +12.6% | -16.3% | -5.5% |
| 6M | -2.7% | -11.8% | +9.1% | -1.8% |
| YTD | +73.6% | -18.6% | +92.2% | +76.2% |
| 1Y | +62.0% | -29.9% | +91.9% | +67.5% |
| All | +95.2% | +47.7% | +47.4% | +78.4% |
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