+710.1%
CVNA vs FBTC
+65.3%
+644.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.5% | +4.1% | +2.5% |
| 7D | +0.7% | +2.9% | -2.2% | -0.5% |
| 30D | +7.4% | +23.0% | -15.7% | -1.3% |
| 3M | +12.7% | +25.6% | -12.9% | +2.6% |
| 6M | +17.9% | +9.0% | +8.9% | +13.2% |
| YTD | -11.6% | -8.9% | -2.7% | -10.4% |
| 1Y | +0.8% | -27.5% | +28.3% | +11.6% |
| All | +710.1% | +65.3% | +644.8% | +510.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling