+487.0%
CF vs TROW
+153.2%
+333.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -0.9% |
| 7D | -0.9% | +4.7% | -5.6% | -2.9% |
| 30D | +6.9% | +5.4% | +1.6% | +4.3% |
| 3M | +4.8% | -1.6% | +6.4% | +4.8% |
| 6M | +4.7% | +7.8% | -3.1% | +0.1% |
| YTD | +56.5% | +12.6% | +43.9% | +45.8% |
| 1Y | +48.4% | +13.6% | +34.8% | +37.6% |
| 3Y | +59.1% | +36.6% | +22.6% | +31.3% |
| 5Y | +109.5% | -36.7% | +146.3% | +148.0% |
| 10Y | +487.0% | +136.3% | +350.7% | +217.3% |
| All | +487.0% | +153.2% | +333.8% | +217.3% |
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