+5,967.0%
CF vs TROW
+533.8%
+5,433.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -2.8% |
| 7D | +6.0% | -1.3% | +7.3% | +6.6% |
| 30D | +14.8% | -4.5% | +19.4% | +17.3% |
| 3M | +14.1% | +3.9% | +10.2% | +11.0% |
| 6M | +28.5% | +22.6% | +6.0% | +14.2% |
| YTD | +74.9% | +10.1% | +64.8% | +63.1% |
| 1Y | +61.7% | +3.6% | +58.1% | +55.0% |
| 3Y | +80.3% | +12.4% | +67.9% | +59.7% |
| 5Y | +226.0% | -37.5% | +263.5% | +267.5% |
| 10Y | +569.9% | +130.0% | +439.9% | +259.3% |
| All | +5,967.0% | +533.8% | +5,433.2% | +1,350.5% |
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