+327.1%
CFG vs TROW
+115.4%
+211.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | +0.9% |
| 7D | +1.6% | -0.5% | +2.1% | +1.9% |
| 30D | +3.3% | +6.7% | -3.5% | -1.7% |
| 3M | -11.5% | -1.7% | -9.9% | -10.7% |
| 6M | +6.2% | +7.8% | -1.6% | -0.7% |
| YTD | +14.3% | +9.9% | +4.3% | +4.5% |
| 1Y | +26.7% | +8.7% | +18.0% | +16.7% |
| 3Y | +187.8% | +35.2% | +152.5% | +124.4% |
| 5Y | +61.3% | -37.5% | +98.8% | +117.7% |
| 10Y | +217.2% | +123.7% | +93.5% | +55.3% |
| All | +327.1% | +115.4% | +211.7% | +117.4% |
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