+639.7%
CEG vs TROW
-21.8%
+661.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.4% | +0.2% |
| 7D | +6.7% | +0.4% | +6.3% | +6.5% |
| 30D | +11.0% | -4.0% | +15.0% | +12.6% |
| 3M | +19.5% | +5.0% | +14.5% | +16.4% |
| 6M | -5.9% | +24.3% | -30.2% | -14.2% |
| YTD | -15.0% | +9.8% | -24.7% | -18.8% |
| 1Y | +0.6% | +6.4% | -5.8% | -2.9% |
| 3Y | +180.6% | +15.8% | +164.8% | +155.0% |
| All | +639.7% | -21.8% | +661.5% | +556.5% |
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