+66.9%
FBTC vs CRL
+31.2%
+35.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.7% | +1.0% | -1.1% |
| 7D | +1.5% | -0.6% | +2.1% | +1.7% |
| 30D | +20.7% | +5.0% | +15.7% | +19.4% |
| 3M | +23.7% | +50.6% | -26.9% | +11.8% |
| 6M | +15.0% | +60.9% | -45.9% | +1.4% |
| YTD | -10.5% | +40.7% | -51.3% | -18.3% |
| 1Y | -30.3% | +73.3% | -103.6% | -39.7% |
| All | +66.9% | +31.2% | +35.7% | +44.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling