+104.9%
CB vs TROW
-35.4%
+140.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | -1.0% | -1.7% | +0.6% | -0.8% |
| 30D | +7.3% | +6.4% | +0.9% | +6.2% |
| 3M | +7.0% | -1.5% | +8.5% | +7.2% |
| 6M | +16.3% | +8.3% | +8.1% | +14.5% |
| YTD | +19.7% | +12.4% | +7.3% | +16.7% |
| 1Y | +27.8% | +12.4% | +15.4% | +24.5% |
| 3Y | +72.0% | +38.3% | +33.7% | +58.8% |
| 5Y | +104.9% | -35.2% | +140.0% | +133.4% |
| All | +104.9% | -35.4% | +140.3% | +133.4% |
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