+178.3%
CHRW vs TROW
+130.0%
+48.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.6% |
| 7D | +3.5% | -3.2% | +6.7% | +4.6% |
| 30D | +4.6% | -4.6% | +9.2% | +6.2% |
| 3M | -19.7% | -0.7% | -19.1% | -19.9% |
| 6M | -12.4% | +22.2% | -34.6% | -18.8% |
| YTD | -3.9% | +6.6% | -10.5% | -6.8% |
| 1Y | +18.4% | +5.8% | +12.6% | +14.8% |
| 3Y | +88.8% | +11.6% | +77.2% | +76.4% |
| 5Y | +93.5% | -38.9% | +132.5% | +116.4% |
| All | +178.3% | +130.0% | +48.3% | +103.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling