+247.9%
CB vs TROW
+120.8%
+127.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.6% | +1.1% |
| 7D | 0.0% | -0.5% | +0.5% | +0.2% |
| 30D | +7.4% | +6.7% | +0.7% | +5.0% |
| 3M | +8.6% | -1.7% | +10.3% | +9.0% |
| 6M | +16.1% | +7.8% | +8.3% | +12.6% |
| YTD | +20.2% | +9.9% | +10.3% | +15.1% |
| 1Y | +27.2% | +8.7% | +18.5% | +22.1% |
| 3Y | +72.7% | +35.2% | +37.4% | +48.7% |
| 5Y | +105.9% | -37.5% | +143.4% | +138.4% |
| All | +247.9% | +120.8% | +127.1% | +144.5% |
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