+245.6%
CRH vs BTG
+159.3%
+86.3%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +1.0% |
| 7D | -6.1% | -3.8% | -2.3% | -5.6% |
| 30D | -9.3% | +3.6% | -12.9% | -9.7% |
| 3M | -15.2% | +32.0% | -47.2% | -18.3% |
| 6M | -14.2% | +3.4% | -17.6% | -15.3% |
| YTD | -28.3% | +20.8% | -49.0% | -30.6% |
| 1Y | -21.8% | +22.4% | -44.2% | -24.9% |
| 3Y | +71.6% | +91.7% | -20.1% | +54.2% |
| 5Y | +96.6% | +79.0% | +17.6% | +76.1% |
| All | +245.6% | +159.3% | +86.3% | +209.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 10y: compounded portfolio wealth divided by compounded BTG 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…
10y analysis · Full analysis span regression · 6 months rolling