+22.4%
CCI vs TROW
+130.0%
-107.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.5% | +2.7% |
| 7D | -0.3% | -3.2% | +2.9% | +0.7% |
| 30D | +2.2% | -4.6% | +6.8% | +3.8% |
| 3M | -16.9% | -0.7% | -16.2% | -17.0% |
| 6M | -11.5% | +22.2% | -33.7% | -17.6% |
| YTD | -12.8% | +6.6% | -19.5% | -15.3% |
| 1Y | -17.1% | +5.8% | -22.9% | -19.4% |
| 3Y | -9.6% | +11.6% | -21.2% | -15.9% |
| 5Y | -48.9% | -38.9% | -10.0% | -43.3% |
| All | +22.4% | +130.0% | -107.6% | +6.9% |
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