+101.5%
CRH vs BTDR
+19.6%
+81.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.7% | -2.7% | +0.8% |
| 7D | -6.1% | -3.4% | -2.7% | -5.9% |
| 30D | -9.3% | +32.6% | -41.9% | -10.6% |
| 3M | -15.2% | -32.2% | +17.0% | -14.1% |
| 6M | -14.2% | +52.4% | -66.6% | -16.8% |
| YTD | -28.3% | +6.7% | -34.9% | -29.6% |
| 1Y | -21.8% | -15.2% | -6.5% | -23.3% |
| 3Y | +71.6% | +14.9% | +56.7% | +62.2% |
| 5Y | +96.6% | +20.8% | +75.8% | +87.3% |
| All | +101.5% | +19.6% | +81.9% | +91.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 all: compounded portfolio wealth divided by compounded BTDR 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…
all analysis · Full analysis span regression · 6 months rolling