+42.4%
CART vs TROW
+15.2%
+27.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.3% | -5.7% | -5.9% |
| 7D | -4.1% | +0.4% | -4.5% | -4.2% |
| 30D | -4.3% | -4.0% | -0.3% | -2.6% |
| 3M | +13.1% | +5.0% | +8.1% | +10.3% |
| 6M | +26.0% | +24.3% | +1.7% | +14.0% |
| YTD | +6.7% | +9.8% | -3.1% | +1.7% |
| 1Y | +6.3% | +6.4% | -0.2% | +2.5% |
| All | +42.4% | +15.2% | +27.3% | +23.4% |
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