+695.3%
CAT vs TROW
+120.8%
+574.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +1.8% |
| 7D | +9.3% | -0.5% | +9.8% | +9.6% |
| 30D | -21.5% | +6.7% | -28.2% | -24.6% |
| 3M | -29.1% | -1.7% | -27.4% | -28.8% |
| 6M | -33.4% | +7.8% | -41.2% | -36.9% |
| YTD | +6.6% | +9.9% | -3.4% | -0.4% |
| 1Y | +6.5% | +8.7% | -2.2% | +0.1% |
| 3Y | +162.7% | +35.2% | +127.4% | +117.3% |
| 5Y | +214.2% | -37.5% | +251.7% | +285.8% |
| All | +695.3% | +120.8% | +574.5% | +388.5% |
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