+574.3%
CF vs TROW
+129.7%
+444.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.1% | +0.9% |
| 7D | -0.9% | +0.4% | -1.3% | -1.1% |
| 30D | +18.1% | -4.0% | +22.1% | +19.9% |
| 3M | +23.4% | +5.0% | +18.4% | +20.0% |
| 6M | +17.1% | +24.3% | -7.2% | +5.5% |
| YTD | +76.2% | +9.8% | +66.5% | +66.5% |
| 1Y | +62.3% | +6.4% | +55.8% | +55.1% |
| 3Y | +71.8% | +15.8% | +56.0% | +53.2% |
| 5Y | +234.6% | -37.3% | +271.8% | +297.2% |
| 10Y | +574.3% | +130.6% | +443.6% | +242.3% |
| All | +574.3% | +129.7% | +444.6% | +242.3% |
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