-29.5%
CDW vs TROW
+12.9%
-42.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | +0.1% | -0.8% |
| 7D | -4.2% | -1.5% | -2.7% | -3.6% |
| 30D | +4.9% | -5.3% | +10.2% | +7.4% |
| 3M | +7.3% | +2.9% | +4.3% | +5.1% |
| 6M | +19.2% | +22.2% | -3.0% | +6.9% |
| YTD | +6.2% | +8.1% | -1.9% | +0.5% |
| 1Y | -14.0% | +5.8% | -19.8% | -17.8% |
| All | -29.5% | +12.9% | -42.4% | -36.6% |
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