-25.8%
FBTC vs CAI
-9.9%
-15.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -1.0% | +0.2% |
| 7D | -3.1% | -2.9% | -0.2% | -2.8% |
| 30D | +22.0% | +9.3% | +12.7% | +21.0% |
| 3M | +21.6% | +35.2% | -13.6% | +18.3% |
| 6M | +9.2% | +30.7% | -21.5% | +5.9% |
| YTD | -11.8% | -9.8% | -2.0% | -12.6% |
| 1Y | -32.7% | -28.9% | -3.8% | -33.1% |
| All | -25.8% | -9.9% | -15.9% | -27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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