+566.4%
CAG vs TROW
+14,151.0%
-13,584.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.5% | -2.7% |
| 7D | -5.9% | -3.0% | -2.9% | -5.5% |
| 30D | -1.5% | -5.5% | +3.9% | -0.8% |
| 3M | +11.5% | +2.3% | +9.2% | +11.0% |
| 6M | -15.7% | +23.9% | -39.6% | -18.3% |
| YTD | -10.2% | +7.9% | -18.1% | -11.4% |
| 1Y | -18.1% | +6.1% | -24.2% | -19.1% |
| 3Y | -39.4% | +13.8% | -53.2% | -41.2% |
| 5Y | -42.6% | -38.2% | -4.4% | -40.3% |
| 10Y | -35.6% | +131.3% | -166.8% | -45.5% |
| All | +566.4% | +14,151.0% | -13,584.6% | +192.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling