-24.9%
FBTC vs CAI
-11.0%
-13.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +2.9% | +0.1% |
| 7D | +1.1% | -3.1% | +4.2% | +1.4% |
| 30D | +22.3% | +2.7% | +19.6% | +21.9% |
| 3M | +26.0% | +41.7% | -15.7% | +22.0% |
| 6M | +13.2% | +26.5% | -13.3% | +10.1% |
| YTD | -10.7% | -10.9% | +0.2% | -11.5% |
| 1Y | -30.0% | -29.2% | -0.7% | -30.3% |
| All | -24.9% | -11.0% | -13.9% | -26.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling