+265.0%
CDW vs TROW
+132.8%
+132.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.3% | +0.3% |
| 7D | -7.4% | -3.0% | -4.4% | -5.8% |
| 30D | +5.8% | -5.5% | +11.3% | +9.0% |
| 3M | +10.8% | +2.3% | +8.5% | +8.8% |
| 6M | +21.5% | +23.9% | -2.4% | +7.1% |
| YTD | +6.4% | +7.9% | -1.5% | +0.4% |
| 1Y | -14.8% | +6.1% | -20.9% | -19.0% |
| 3Y | -29.9% | +13.8% | -43.7% | -37.2% |
| 5Y | -22.9% | -38.2% | +15.3% | -5.5% |
| All | +265.0% | +132.8% | +132.3% | +135.8% |
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 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