+651.1%
CVNA vs FBTC
+60.2%
+590.9%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.7% |
| 7D | -7.3% | -3.1% | -4.2% | -6.1% |
| 30D | -4.6% | +22.0% | -26.6% | -12.0% |
| 3M | +2.0% | +21.6% | -19.7% | -5.9% |
| 6M | +11.7% | +9.2% | +2.5% | +7.3% |
| YTD | -18.1% | -11.8% | -6.3% | -15.9% |
| 1Y | -2.4% | -32.7% | +30.3% | +11.3% |
| All | +651.1% | +60.2% | +590.9% | +473.3% |
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