-35.4%
CG vs TROW
+4.9%
-40.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -0.7% |
| 7D | -9.9% | -3.2% | -6.7% | -7.3% |
| 30D | -11.7% | -4.6% | -7.1% | -8.0% |
| 3M | -4.3% | -0.7% | -3.6% | -5.6% |
| 6M | -8.8% | +22.2% | -31.0% | -27.2% |
| YTD | -26.9% | +6.6% | -33.5% | -33.9% |
| 1Y | -35.4% | +5.8% | -41.3% | -41.3% |
| All | -35.4% | +4.9% | -40.3% | -41.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling