+64.5%
FBTC vs CNI
+4.0%
+60.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | 0.0% |
| 7D | -3.1% | -0.4% | -2.7% | -3.0% |
| 30D | +22.0% | -2.7% | +24.7% | +23.3% |
| 3M | +21.6% | +3.9% | +17.7% | +19.6% |
| 6M | +9.2% | +16.4% | -7.1% | +1.9% |
| YTD | -11.8% | +25.8% | -37.6% | -21.1% |
| 1Y | -32.7% | +32.4% | -65.1% | -41.6% |
| All | +64.5% | +4.0% | +60.5% | +61.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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