+29.6%
CL vs TROW
+14.8%
+14.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.4% |
| 7D | -1.4% | +0.4% | -1.8% | -1.4% |
| 30D | -5.2% | -4.0% | -1.2% | -5.0% |
| 3M | +3.3% | +5.0% | -1.7% | +3.1% |
| 6M | -4.4% | +24.3% | -28.7% | -5.3% |
| YTD | +13.9% | +9.8% | +4.1% | +13.3% |
| 1Y | +7.6% | +6.4% | +1.2% | +7.2% |
| 3Y | +29.6% | +15.8% | +13.8% | +24.8% |
| All | +29.6% | +14.8% | +14.8% | +24.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling