+51.0%
CL vs TROW
+130.0%
-79.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.0% |
| 7D | -2.2% | -3.2% | +1.0% | -1.6% |
| 30D | -6.0% | -4.6% | -1.4% | -5.1% |
| 3M | -2.3% | -0.7% | -1.7% | -2.4% |
| 6M | -2.0% | +22.2% | -24.2% | -5.9% |
| YTD | +11.8% | +6.6% | +5.2% | +10.0% |
| 1Y | +5.8% | +5.8% | 0.0% | +4.1% |
| 3Y | +25.9% | +11.6% | +14.3% | +20.4% |
| 5Y | +26.9% | -38.9% | +65.9% | +38.2% |
| All | +51.0% | +130.0% | -79.0% | +30.9% |
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