-16.6%
CRH vs BTSG
+104.2%
-120.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -5.6% | +2.3% | -2.6% |
| 7D | +5.3% | +9.4% | -4.0% | +3.8% |
| 30D | +14.2% | +3.3% | +10.9% | +13.5% |
| 3M | -4.2% | +4.5% | -8.7% | -5.0% |
| 6M | -14.5% | +28.0% | -42.5% | -20.1% |
| YTD | -22.7% | +75.9% | -98.5% | -33.3% |
| 1Y | -16.6% | +101.5% | -118.1% | -30.5% |
| All | -16.6% | +104.2% | -120.8% | -30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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