-42.6%
CCL vs TROW
+130.0%
-172.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +2.3% |
| 7D | -3.2% | -3.2% | -0.1% | -0.5% |
| 30D | -17.8% | -4.6% | -13.2% | -14.4% |
| 3M | -18.7% | -0.7% | -18.0% | -18.9% |
| 6M | -11.4% | +22.2% | -33.6% | -25.9% |
| YTD | -24.3% | +6.6% | -30.9% | -29.2% |
| 1Y | -28.8% | +5.8% | -34.6% | -33.2% |
| 3Y | +49.3% | +11.6% | +37.7% | +33.1% |
| 5Y | +1.6% | -38.9% | +40.5% | +49.3% |
| All | -42.6% | +130.0% | -172.7% | -55.2% |
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