+64.0%
FBTC vs CRL
+27.5%
+36.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | -1.0% |
| 7D | -5.8% | -6.9% | +1.1% | -4.2% |
| 30D | +21.4% | -3.2% | +24.6% | +22.4% |
| 3M | +24.5% | +46.5% | -22.1% | +13.3% |
| 6M | +9.9% | +63.1% | -53.2% | -3.5% |
| YTD | -12.0% | +36.9% | -48.9% | -19.2% |
| 1Y | -32.3% | +78.1% | -110.5% | -41.9% |
| All | +64.0% | +27.5% | +36.5% | +42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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