+56.1%
CDE vs TROW
+130.0%
-74.0%
-84.9%
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% | +1.8% |
| 7D | -3.1% | -3.2% | +0.1% | -1.4% |
| 30D | +9.5% | -4.6% | +14.1% | +12.5% |
| 3M | +25.5% | -0.7% | +26.1% | +26.1% |
| 6M | -7.9% | +22.2% | -30.1% | -17.1% |
| YTD | +15.6% | +6.6% | +8.9% | +11.7% |
| 1Y | +34.0% | +5.8% | +28.2% | +30.1% |
| 3Y | +791.9% | +11.6% | +780.3% | +736.5% |
| 5Y | +197.7% | -38.9% | +236.7% | +259.4% |
| All | +56.1% | +130.0% | -74.0% | +37.7% |
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