+22.6%
CB vs TROW
+5.3%
+17.3%
-9.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.3% |
| 7D | -0.5% | -1.5% | +1.0% | -0.5% |
| 30D | -3.1% | -5.3% | +2.2% | -3.0% |
| 3M | +4.2% | +2.9% | +1.2% | +4.1% |
| 6M | +4.7% | +22.2% | -17.5% | +4.3% |
| YTD | +8.8% | +8.1% | +0.7% | +8.5% |
| 1Y | +22.6% | +5.8% | +16.8% | +23.0% |
| All | +22.6% | +5.3% | +17.3% | +23.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling