+25,808.1%
CAT vs TROW
+14,446.5%
+11,361.6%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +2.1% |
| 7D | +1.7% | -1.3% | +3.0% | +2.2% |
| 30D | -6.6% | -4.5% | -2.0% | -5.0% |
| 3M | -13.3% | +3.9% | -17.2% | -14.9% |
| 6M | +11.6% | +22.6% | -11.0% | +3.2% |
| YTD | +42.9% | +10.1% | +32.8% | +37.3% |
| 1Y | +95.4% | +3.6% | +91.8% | +91.6% |
| 3Y | +196.6% | +12.4% | +184.2% | +182.1% |
| 5Y | +321.7% | -37.5% | +359.1% | +380.6% |
| 10Y | +1,140.8% | +130.0% | +1,010.8% | +796.6% |
| All | +25,808.1% | +14,446.5% | +11,361.6% | +7,122.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling