+5,331.8%
CF vs TROW
+533.7%
+4,798.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | -3.2% | +4.3% | -7.5% | -5.6% |
| 30D | +4.3% | +4.2% | +0.2% | +1.6% |
| 3M | +2.8% | -3.4% | +6.2% | +3.6% |
| 6M | +0.6% | +4.7% | -4.0% | -3.5% |
| YTD | +56.6% | +10.1% | +46.5% | +44.8% |
| 1Y | +49.6% | +11.7% | +37.9% | +37.2% |
| 3Y | +61.5% | +32.5% | +29.0% | +30.5% |
| 5Y | +124.0% | -38.5% | +162.5% | +153.5% |
| 10Y | +573.2% | +148.0% | +425.1% | +243.8% |
| All | +5,331.8% | +533.7% | +4,798.2% | +1,188.3% |
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 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