+51.7%
FBTC vs CASY
+152.5%
-100.8%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.0% | -3.3% | -4.3% |
| 7D | -6.3% | +2.5% | -8.7% | -6.5% |
| 30D | -14.3% | +10.2% | -24.5% | -15.4% |
| 3M | +12.6% | -15.7% | +28.3% | +15.1% |
| 6M | -11.8% | -18.4% | +6.5% | -9.4% |
| YTD | -18.6% | +28.3% | -46.9% | -24.7% |
| 1Y | -29.9% | +32.6% | -62.5% | -35.9% |
| All | +51.7% | +152.5% | -100.8% | +11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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