-37.7%
CAG vs TROW
+130.0%
-167.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.5% |
| 7D | -5.7% | -3.2% | -2.5% | -5.2% |
| 30D | -2.4% | -4.6% | +2.2% | -1.6% |
| 3M | +9.8% | -0.7% | +10.4% | +9.9% |
| 6M | -10.8% | +22.2% | -33.0% | -13.9% |
| YTD | -10.8% | +6.6% | -17.4% | -12.0% |
| 1Y | -19.0% | +5.8% | -24.8% | -20.1% |
| 3Y | -39.7% | +11.6% | -51.3% | -41.8% |
| 5Y | -43.0% | -38.9% | -4.1% | -39.0% |
| All | -37.7% | +130.0% | -167.7% | -45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 10y: compounded portfolio wealth divided by compounded TROW 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…
10y analysis · Full analysis span regression · 6 months rolling