+47.5%
CCL vs TROW
+12.7%
+34.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | -4.3% | -3.0% | -1.3% | -1.7% |
| 30D | -19.0% | -5.5% | -13.5% | -14.9% |
| 3M | -13.1% | +2.3% | -15.4% | -15.6% |
| 6M | -13.3% | +23.9% | -37.2% | -29.1% |
| YTD | -25.2% | +7.9% | -33.1% | -31.5% |
| 1Y | -27.2% | +6.1% | -33.3% | -32.5% |
| All | +47.5% | +12.7% | +34.8% | +22.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling