+36.3%
CVS vs FBTC
+65.3%
-29.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.1% | -0.4% |
| 7D | +4.0% | +2.9% | +1.0% | +3.8% |
| 30D | -2.4% | +23.0% | -25.4% | -3.1% |
| 3M | +2.7% | +25.6% | -22.9% | +1.8% |
| 6M | +21.9% | +9.0% | +12.9% | +21.4% |
| YTD | +24.7% | -8.9% | +33.7% | +24.9% |
| 1Y | +35.4% | -27.5% | +63.0% | +37.3% |
| All | +36.3% | +65.3% | -29.0% | +18.1% |
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