-11.1%
CHRW vs TROW
+17.3%
-28.4%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.0% | -5.7% | -1.3% |
| 7D | +4.9% | +8.2% | -3.4% | +2.7% |
| 30D | -4.8% | +8.3% | -13.1% | -6.9% |
| 3M | -13.1% | -1.6% | -11.6% | -13.1% |
| 6M | -16.3% | +11.9% | -28.2% | -20.8% |
| YTD | -15.8% | +14.3% | -30.1% | -23.1% |
| 1Y | -11.1% | +17.0% | -28.1% | -19.3% |
| All | -11.1% | +17.3% | -28.4% | -19.3% |
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