+89.6%
CL vs TROW
+122.3%
-32.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.2% | +1.7% |
| 7D | +3.2% | +0.5% | +2.7% | +3.1% |
| 30D | +8.0% | +9.3% | -1.3% | +6.1% |
| 3M | +7.9% | -0.9% | +8.8% | +7.9% |
| 6M | +14.7% | +8.3% | +6.4% | +12.6% |
| YTD | +29.2% | +10.6% | +18.5% | +25.9% |
| 1Y | +29.5% | +10.5% | +19.0% | +26.2% |
| 3Y | +40.7% | +36.5% | +4.1% | +28.4% |
| 5Y | +43.9% | -37.1% | +80.9% | +56.7% |
| All | +89.6% | +122.3% | -32.7% | +53.4% |
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