-30.0%
FBTC vs CPB
-30.8%
+0.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.8% | -0.1% |
| 7D | +1.1% | -8.0% | +9.1% | -0.7% |
| 30D | +22.3% | -2.4% | +24.7% | +21.7% |
| 3M | +26.0% | +0.5% | +25.4% | +27.1% |
| 6M | +13.2% | -10.5% | +23.6% | +10.1% |
| YTD | -10.7% | -17.5% | +6.8% | -14.3% |
| 1Y | -30.0% | -31.0% | +1.1% | -33.1% |
| All | -30.0% | -30.8% | +0.9% | -33.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling