+1,034.4%
CCL vs TROW
+14,513.4%
-13,479.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.0% | -0.7% |
| 7D | -1.2% | +0.5% | -1.7% | -1.4% |
| 30D | +13.1% | +9.3% | +3.8% | +8.7% |
| 3M | +3.4% | -0.9% | +4.3% | +3.9% |
| 6M | +18.7% | +8.3% | +10.4% | +14.4% |
| YTD | -2.3% | +10.6% | -12.9% | -6.7% |
| 1Y | +14.2% | +10.5% | +3.7% | +9.0% |
| 3Y | +133.6% | +36.5% | +97.0% | +105.0% |
| 5Y | +33.5% | -37.1% | +70.6% | +68.1% |
| 10Y | -32.8% | +125.2% | -158.0% | -47.4% |
| All | +1,034.4% | +14,513.4% | -13,479.1% | +174.0% |
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