+71.6%
CRH vs BTI
+109.4%
-37.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.9% |
| 7D | -6.1% | -0.2% | -5.9% | -6.0% |
| 30D | -9.3% | -1.1% | -8.2% | -9.1% |
| 3M | -15.2% | -8.8% | -6.4% | -14.0% |
| 6M | -14.2% | -4.0% | -10.3% | -13.8% |
| YTD | -28.3% | +0.4% | -28.6% | -28.4% |
| 1Y | -21.8% | +1.9% | -23.7% | -22.0% |
| 3Y | +71.6% | +108.5% | -36.9% | +48.1% |
| All | +71.6% | +109.4% | -37.8% | +48.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling