-30.0%
FBTC vs CRL
+66.2%
-96.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.1% |
| 7D | +1.1% | -4.6% | +5.7% | +2.1% |
| 30D | +22.3% | +0.5% | +21.8% | +22.3% |
| 3M | +26.0% | +46.6% | -20.6% | +15.9% |
| 6M | +13.2% | +57.3% | -44.1% | +1.7% |
| YTD | -10.7% | +39.5% | -50.3% | -16.7% |
| 1Y | -30.0% | +76.9% | -106.8% | -37.5% |
| All | -30.0% | +66.2% | -96.1% | -37.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling