+470.7%
CF vs TROW
+120.8%
+349.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.2% | +3.6% | +2.2% |
| 7D | +5.4% | -0.5% | +5.8% | +5.5% |
| 30D | +6.5% | +6.7% | -0.2% | +3.4% |
| 3M | +4.6% | -1.7% | +6.3% | +4.6% |
| 6M | -3.3% | +7.8% | -11.1% | -7.5% |
| YTD | +63.9% | +9.9% | +54.0% | +54.0% |
| 1Y | +50.4% | +8.7% | +41.7% | +41.9% |
| 3Y | +68.2% | +35.2% | +33.0% | +39.1% |
| 5Y | +113.8% | -37.5% | +151.3% | +153.4% |
| All | +470.7% | +120.8% | +349.9% | +236.5% |
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 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