Tearsheet — my_investment_full
Generated 2025-11-08 23:54 UTC
Headline
- Annualized return: 16.92%
- Annualized vol: 10.03%
- Sharpe: 1.387
- Turnover (L1): 1.000
- Solver status: optimal
Factor betas
| series | period | factor | beta | r² | n |
|---|---|---|---|---|---|
| portfolio_equal | All | BTC | 0.097 | 0.158 | 1095 |
| Strategy | All | BTC | 0.097 | 0.158 | 1095 |
| portfolio_minvar | All | BTC | 0.097 | 0.158 | 1095 |
| portfolio_cvx | All | BTC | 0.097 | 0.158 | 1095 |
| portfolio_tangency | All | BTC | 0.097 | 0.158 | 1095 |
| Strategy | All | ETH | -0.009 | 0.158 | 1095 |
| portfolio_cvx | All | ETH | -0.009 | 0.158 | 1095 |
| portfolio_tangency | All | ETH | -0.009 | 0.158 | 1095 |
| portfolio_minvar | All | ETH | -0.009 | 0.158 | 1095 |
| portfolio_equal | All | ETH | -0.009 | 0.158 | 1095 |
| portfolio_minvar | All | funding_btc | 0.012 | 0.158 | 1095 |
| Strategy | All | funding_btc | 0.012 | 0.158 | 1095 |