+66.9%
FBTC vs CPB
-44.0%
+110.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.8% | -3.5% | -1.5% |
| 7D | +1.5% | -8.2% | +9.8% | +0.4% |
| 30D | +20.7% | -5.6% | +26.3% | +19.7% |
| 3M | +23.7% | +3.0% | +20.7% | +24.8% |
| 6M | +15.0% | -12.7% | +27.7% | +13.6% |
| YTD | -10.5% | -18.0% | +7.5% | -11.9% |
| 1Y | -30.3% | -31.7% | +1.5% | -32.1% |
| All | +66.9% | -44.0% | +110.9% | +53.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling