-27.6%
FBTC vs CRL
+101.9%
-129.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.5% |
| 7D | -6.8% | +5.0% | -11.8% | -7.8% |
| 30D | -9.9% | +13.5% | -23.4% | -12.5% |
| 3M | +17.5% | +21.5% | -4.0% | +12.3% |
| 6M | -9.1% | +103.4% | -112.5% | -23.3% |
| YTD | -14.9% | +71.8% | -86.7% | -23.5% |
| 1Y | -27.6% | +97.5% | -125.1% | -37.5% |
| All | -27.6% | +101.9% | -129.5% | -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