+6,046.1%
CRH vs BTI
+6,041.1%
+5.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.8% |
| 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% | -13.2% |
| 6M | -14.2% | -4.0% | -10.3% | -13.7% |
| YTD | -28.3% | +0.4% | -28.6% | -28.7% |
| 1Y | -21.8% | +1.9% | -23.7% | -22.7% |
| 3Y | +71.6% | +108.5% | -36.9% | +37.9% |
| 5Y | +96.6% | +118.5% | -21.9% | +55.9% |
| 10Y | +253.8% | +75.1% | +178.7% | +190.8% |
| All | +6,046.1% | +6,041.1% | +5.0% | +3,997.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling