+863.2%
CDW vs TROW
+139.1%
+724.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.5% |
| 7D | +3.2% | -1.3% | +4.5% | +3.9% |
| 30D | +9.3% | -4.5% | +13.8% | +11.9% |
| 3M | +9.8% | +3.9% | +5.9% | +7.0% |
| 6M | +23.3% | +22.6% | +0.8% | +9.5% |
| YTD | +13.7% | +10.1% | +3.5% | +6.2% |
| 1Y | -6.5% | +3.6% | -10.1% | -9.9% |
| 3Y | -25.2% | +12.4% | -37.7% | -32.4% |
| 5Y | -19.5% | -37.5% | +18.0% | -2.7% |
| 10Y | +285.8% | +130.0% | +155.9% | +127.7% |
| All | +863.2% | +139.1% | +724.2% | +464.9% |
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