+71.6%
CRH vs BTG
+94.8%
-23.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +1.0% |
| 7D | -6.1% | -3.8% | -2.3% | -5.5% |
| 30D | -9.3% | +3.6% | -12.9% | -9.9% |
| 3M | -15.2% | +32.0% | -47.2% | -19.3% |
| 6M | -14.2% | +3.4% | -17.6% | -15.9% |
| YTD | -28.3% | +20.8% | -49.0% | -31.3% |
| 1Y | -21.8% | +22.4% | -44.2% | -25.9% |
| 3Y | +71.6% | +91.7% | -20.1% | +48.3% |
| All | +71.6% | +94.8% | -23.2% | +48.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling