+10.7%
CARR vs TROW
-39.3%
+50.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +2.1% |
| 7D | -3.8% | -3.2% | -0.6% | -2.1% |
| 30D | -8.9% | -4.6% | -4.3% | -6.7% |
| 3M | -17.3% | -0.7% | -16.7% | -17.7% |
| 6M | -1.4% | +22.2% | -23.6% | -12.2% |
| YTD | +10.0% | +6.6% | +3.4% | +4.7% |
| 1Y | -6.4% | +5.8% | -12.2% | -10.7% |
| 3Y | +1.5% | +11.6% | -10.1% | -7.6% |
| All | +10.7% | -39.3% | +50.0% | +26.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling