+66.9%
FBTC vs CPAY
+44.9%
+22.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | -1.1% |
| 7D | +1.5% | +0.6% | +1.0% | +1.4% |
| 30D | +20.7% | +3.6% | +17.1% | +19.5% |
| 3M | +23.7% | +16.6% | +7.0% | +18.3% |
| 6M | +15.0% | +29.5% | -14.4% | +6.5% |
| YTD | -10.5% | +35.3% | -45.8% | -18.6% |
| 1Y | -30.3% | +30.6% | -60.9% | -35.9% |
| All | +66.9% | +44.9% | +22.0% | +43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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