-21.5%
CG vs TROW
-37.1%
+15.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.4% | +0.5% |
| 7D | +0.2% | +0.5% | -0.3% | -0.1% |
| 30D | +11.2% | +9.3% | +1.8% | +2.8% |
| 3M | -22.1% | -0.9% | -21.2% | -21.2% |
| 6M | -17.9% | +8.3% | -26.3% | -24.1% |
| YTD | -31.3% | +10.6% | -41.9% | -37.7% |
| 1Y | -24.0% | +10.5% | -34.5% | -31.0% |
| 3Y | +45.0% | +36.5% | +8.4% | +10.8% |
| All | -21.5% | -37.1% | +15.7% | +14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling