-16.6%
CRH vs BTI
+22.5%
-39.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.2% | -3.6% | -3.4% |
| 7D | +5.3% | +3.3% | +2.0% | +4.3% |
| 30D | +14.2% | +19.0% | -4.8% | +9.1% |
| 3M | -4.2% | +6.4% | -10.6% | -5.8% |
| 6M | -14.5% | +7.7% | -22.2% | -16.8% |
| YTD | -22.7% | +14.6% | -37.3% | -27.7% |
| 1Y | -16.6% | +22.0% | -38.6% | -25.1% |
| All | -16.6% | +22.5% | -39.0% | -25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 1y: compounded portfolio wealth divided by compounded BTI 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…
1y analysis · Full analysis span regression · 6 months rolling