+362.4%
CFG vs TROW
+115.8%
+246.5%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.7% |
| 7D | +1.5% | -1.3% | +2.8% | +2.5% |
| 30D | -3.8% | -4.5% | +0.7% | -0.6% |
| 3M | +11.5% | +3.9% | +7.6% | +7.4% |
| 6M | +19.2% | +22.6% | -3.4% | +1.3% |
| YTD | +23.7% | +10.1% | +13.6% | +13.2% |
| 1Y | +38.8% | +3.6% | +35.3% | +32.9% |
| 3Y | +178.9% | +12.4% | +166.5% | +150.3% |
| 5Y | +101.8% | -37.5% | +139.3% | +171.8% |
| 10Y | +317.3% | +130.0% | +187.3% | +100.4% |
| All | +362.4% | +115.8% | +246.5% | +135.6% |
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