+340.4%
CG vs TROW
+193.6%
+146.8%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.8% | -1.9% |
| 7D | -1.3% | +0.4% | -1.7% | -1.6% |
| 30D | -3.2% | -4.0% | +0.9% | -0.1% |
| 3M | +6.2% | +5.0% | +1.2% | +1.7% |
| 6M | -4.7% | +24.3% | -29.0% | -19.7% |
| YTD | -20.6% | +9.8% | -30.4% | -26.3% |
| 1Y | -26.4% | +6.4% | -32.8% | -30.0% |
| 3Y | +55.4% | +15.8% | +39.6% | +40.6% |
| 5Y | +9.8% | -37.3% | +47.1% | +50.0% |
| 10Y | +341.4% | +130.6% | +210.7% | +141.2% |
| All | +340.4% | +193.6% | +146.8% | +120.2% |
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