+593.0%
CEG vs TROW
-21.2%
+614.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.4% | -1.0% |
| 7D | +12.1% | +0.5% | +11.6% | +11.9% |
| 30D | +0.2% | +9.3% | -9.1% | -3.2% |
| 3M | +0.7% | -0.9% | +1.6% | +0.8% |
| 6M | +2.2% | +8.3% | -6.1% | -1.8% |
| YTD | -20.3% | +10.6% | -31.0% | -24.3% |
| 1Y | -16.1% | +10.5% | -26.6% | -20.3% |
| 3Y | +134.7% | +36.5% | +98.1% | +101.4% |
| All | +593.0% | -21.2% | +614.2% | +512.0% |
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 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