+1,604.2%
CCJ vs TROW
+3,398.0%
-1,793.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.3% |
| 7D | +5.9% | +0.4% | +5.5% | +5.8% |
| 30D | +4.7% | -4.0% | +8.7% | +6.2% |
| 3M | -3.3% | +5.0% | -8.3% | -5.0% |
| 6M | -7.0% | +24.3% | -31.3% | -13.6% |
| YTD | +11.5% | +9.8% | +1.7% | +8.0% |
| 1Y | +32.3% | +6.4% | +25.8% | +29.4% |
| 3Y | +176.8% | +15.8% | +161.0% | +160.7% |
| 5Y | +351.8% | -37.3% | +389.1% | +412.2% |
| 10Y | +1,080.5% | +130.6% | +949.9% | +762.8% |
| All | +1,604.2% | +3,398.0% | -1,793.8% | +643.6% |
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