+626.9%
CEG vs TROW
-23.0%
+649.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.2% |
| 7D | +1.3% | -1.5% | +2.8% | +1.9% |
| 30D | +8.8% | -5.3% | +14.1% | +11.0% |
| 3M | +17.0% | +2.9% | +14.0% | +14.8% |
| 6M | -8.7% | +22.2% | -30.9% | -16.2% |
| YTD | -16.4% | +8.1% | -24.5% | -19.7% |
| 1Y | -1.8% | +5.8% | -7.6% | -5.0% |
| 3Y | +175.8% | +14.0% | +161.8% | +152.0% |
| All | +626.9% | -23.0% | +649.9% | +549.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling