+604.3%
CEG vs TROW
-24.0%
+628.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.7% | 0.0% |
| 7D | -4.8% | -3.2% | -1.6% | -3.6% |
| 30D | +2.3% | -4.6% | +6.9% | +4.1% |
| 3M | +15.6% | -0.7% | +16.2% | +15.0% |
| 6M | -5.0% | +22.2% | -27.2% | -12.9% |
| YTD | -19.0% | +6.6% | -25.7% | -21.8% |
| 1Y | -10.0% | +5.8% | -15.8% | -12.9% |
| 3Y | +163.9% | +11.6% | +152.3% | +143.0% |
| All | +604.3% | -24.0% | +628.3% | +531.9% |
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 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