+66.4%
FBTC vs CPB
-43.7%
+110.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.8% | -0.2% |
| 7D | +1.1% | -8.0% | +9.1% | 0.0% |
| 30D | +22.3% | -2.4% | +24.7% | +21.9% |
| 3M | +26.0% | +0.5% | +25.4% | +26.6% |
| 6M | +13.2% | -10.5% | +23.6% | +12.2% |
| YTD | -10.7% | -17.5% | +6.8% | -12.0% |
| 1Y | -30.0% | -31.0% | +1.1% | -31.7% |
| All | +66.4% | -43.7% | +110.1% | +52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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