+94.1%
CRH vs BTG
+78.0%
+16.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.9% |
| 7D | -6.1% | -3.8% | -2.3% | -5.4% |
| 30D | -9.3% | +3.6% | -12.9% | -9.9% |
| 3M | -15.2% | +32.0% | -47.2% | -19.7% |
| 6M | -14.2% | +3.4% | -17.6% | -15.9% |
| YTD | -28.3% | +20.8% | -49.0% | -31.8% |
| 1Y | -21.8% | +22.4% | -44.2% | -26.6% |
| 3Y | +71.6% | +91.7% | -20.1% | +44.1% |
| All | +94.1% | +78.0% | +16.1% | +61.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling