+305.2%
CG vs TROW
+130.0%
+175.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -0.8% |
| 7D | -9.9% | -3.2% | -6.7% | -7.5% |
| 30D | -11.7% | -4.6% | -7.1% | -8.3% |
| 3M | -4.3% | -0.7% | -3.6% | -4.3% |
| 6M | -8.8% | +22.2% | -31.0% | -22.2% |
| YTD | -26.9% | +6.6% | -33.5% | -30.6% |
| 1Y | -35.4% | +5.8% | -41.3% | -38.3% |
| 3Y | +43.0% | +11.6% | +31.4% | +32.9% |
| 5Y | +1.9% | -38.9% | +40.8% | +40.5% |
| All | +305.2% | +130.0% | +175.1% | +184.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling