+93.1%
CHRW vs TROW
-38.9%
+132.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | +4.4% | -3.0% | +7.4% | +5.3% |
| 30D | +5.5% | -5.5% | +10.9% | +7.3% |
| 3M | -17.3% | +2.3% | -19.5% | -18.3% |
| 6M | -12.7% | +23.9% | -36.6% | -19.0% |
| YTD | -4.1% | +7.9% | -12.0% | -7.3% |
| 1Y | +21.2% | +6.1% | +15.1% | +17.6% |
| 3Y | +88.9% | +13.8% | +75.1% | +75.6% |
| 5Y | +93.1% | -38.2% | +131.3% | +96.7% |
| All | +93.1% | -38.9% | +132.0% | +96.7% |
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