+333.5%
CAT vs TROW
-36.6%
+370.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.4% | +1.2% |
| 7D | +5.6% | +0.4% | +5.2% | +5.3% |
| 30D | -2.3% | -4.0% | +1.7% | -0.5% |
| 3M | -10.0% | +5.0% | -15.0% | -12.7% |
| 6M | +21.2% | +24.3% | -3.1% | +8.5% |
| YTD | +44.4% | +9.8% | +34.7% | +36.9% |
| 1Y | +96.3% | +6.4% | +89.8% | +88.3% |
| 3Y | +203.9% | +15.8% | +188.1% | +178.2% |
| 5Y | +333.5% | -37.3% | +370.8% | +390.4% |
| All | +333.5% | -36.6% | +370.1% | +390.4% |
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 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