+994.1%
CDW vs TROW
+144.0%
+850.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.3% |
| 7D | +2.6% | -1.7% | +4.2% | +3.6% |
| 30D | +20.4% | +6.4% | +14.0% | +16.8% |
| 3M | +28.5% | -1.5% | +29.9% | +29.8% |
| 6M | +70.6% | +8.3% | +62.3% | +63.0% |
| YTD | +29.1% | +12.4% | +16.7% | +19.6% |
| 1Y | +23.8% | +12.4% | +11.4% | +14.6% |
| 3Y | -14.5% | +38.3% | -52.8% | -30.5% |
| 5Y | -1.6% | -35.2% | +33.6% | +17.2% |
| 10Y | +322.0% | +128.8% | +193.2% | +150.3% |
| All | +994.1% | +144.0% | +850.1% | +536.2% |
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