+73.5%
CART vs TROW
+18.1%
+55.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.6% | -0.3% |
| 7D | +1.5% | +4.7% | -3.2% | -0.5% |
| 30D | +22.4% | +5.4% | +17.0% | +19.6% |
| 3M | +16.5% | -1.6% | +18.1% | +17.2% |
| 6M | +44.9% | +7.8% | +37.1% | +39.4% |
| YTD | +30.0% | +12.6% | +17.4% | +22.3% |
| 1Y | +59.1% | +13.6% | +45.4% | +49.0% |
| 3Y | +138.8% | +36.6% | +102.2% | +92.3% |
| All | +73.5% | +18.1% | +55.4% | +48.5% |
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