-16.0%
CAG vs TROW
+24.8%
-40.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.6% | -0.6% |
| 7D | -6.6% | -1.5% | -5.1% | -6.3% |
| 30D | +2.3% | -5.3% | +7.6% | +3.7% |
| 3M | +16.3% | +2.9% | +13.4% | +16.1% |
| 6M | -16.0% | +22.2% | -38.2% | -21.6% |
| All | -16.0% | +24.8% | -40.8% | -21.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling