+42.7%
CI vs TROW
-38.1%
+80.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.4% | +1.1% |
| 7D | -1.1% | -1.5% | +0.4% | -0.9% |
| 30D | +0.5% | -5.3% | +5.8% | +1.2% |
| 3M | -5.2% | +2.9% | -8.1% | -5.7% |
| 6M | +4.3% | +22.2% | -17.9% | +1.1% |
| YTD | +2.8% | +8.1% | -5.3% | +1.3% |
| 1Y | -5.8% | +5.8% | -11.6% | -6.9% |
| 3Y | +4.7% | +14.0% | -9.3% | +1.3% |
| 5Y | +42.7% | -38.3% | +81.0% | +60.3% |
| All | +42.7% | -38.1% | +80.8% | +60.3% |
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 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