+281.1%
CG vs TROW
+195.9%
+85.2%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.1% |
| 3M | -22.1% | -0.9% | -21.2% | -21.3% |
| 6M | -17.9% | +8.3% | -26.3% | -23.0% |
| YTD | -31.3% | +10.6% | -41.9% | -36.4% |
| 1Y | -24.0% | +10.5% | -34.5% | -29.6% |
| 3Y | +45.0% | +36.5% | +8.4% | +17.0% |
| 5Y | -22.6% | -37.1% | +14.4% | +5.7% |
| 10Y | +282.1% | +125.2% | +156.9% | +113.3% |
| All | +281.1% | +195.9% | +85.2% | +90.0% |
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 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