+330.5%
CFG vs TROW
+120.3%
+210.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | -0.8% | -1.7% | +0.9% | +0.5% |
| 30D | +3.1% | +6.4% | -3.3% | -1.7% |
| 3M | -9.7% | -1.5% | -8.2% | -9.0% |
| 6M | +6.7% | +8.3% | -1.6% | -0.5% |
| YTD | +15.2% | +12.4% | +2.8% | +3.6% |
| 1Y | +28.8% | +12.4% | +16.4% | +15.7% |
| 3Y | +190.1% | +38.3% | +151.8% | +122.5% |
| 5Y | +63.4% | -35.2% | +98.6% | +114.5% |
| 10Y | +219.8% | +128.8% | +90.9% | +54.0% |
| All | +330.5% | +120.3% | +210.2% | +115.6% |
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