+112.8%
CART vs TROW
+31.0%
+81.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.8% | +0.7% |
| 7D | +3.0% | +4.3% | -1.4% | +1.2% |
| 30D | +28.6% | +4.2% | +24.4% | +26.3% |
| 3M | +29.1% | -3.4% | +32.5% | +30.8% |
| 6M | +44.7% | +4.7% | +40.1% | +41.3% |
| YTD | +29.2% | +10.1% | +19.1% | +23.0% |
| 1Y | +66.2% | +11.7% | +54.4% | +57.1% |
| 3Y | +112.8% | +32.5% | +80.3% | +67.3% |
| All | +112.8% | +31.0% | +81.8% | +67.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling