+5,467.0%
CF vs TROW
+548.2%
+4,918.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.5% |
| 7D | +4.8% | +4.4% | +0.4% | +2.2% |
| 30D | +9.7% | +5.5% | +4.2% | +6.2% |
| 3M | +1.2% | -1.3% | +2.6% | +0.9% |
| 6M | +7.4% | +7.9% | -0.5% | +1.6% |
| YTD | +60.5% | +12.6% | +47.9% | +46.8% |
| 1Y | +50.7% | +13.3% | +37.4% | +37.3% |
| 3Y | +64.8% | +38.6% | +26.2% | +30.2% |
| 5Y | +115.8% | -34.7% | +150.5% | +136.8% |
| 10Y | +481.0% | +129.9% | +351.1% | +209.1% |
| All | +5,467.0% | +548.2% | +4,918.8% | +1,205.8% |
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