+31.1%
CRH vs BTSG
+389.4%
-358.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.7% |
| 7D | -6.1% | -3.3% | -2.8% | -5.5% |
| 30D | -9.3% | -1.6% | -7.7% | -9.1% |
| 3M | -15.2% | -6.9% | -8.3% | -14.9% |
| 6M | -14.2% | +42.1% | -56.3% | -21.5% |
| YTD | -28.3% | +56.8% | -85.1% | -35.8% |
| 1Y | -21.8% | +109.8% | -131.6% | -34.2% |
| All | +31.1% | +389.4% | -358.3% | -2.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling