+41.3%
CL vs TROW
-37.2%
+78.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.2% | -0.8% | +1.2% |
| 7D | +0.5% | +4.7% | -4.2% | +0.1% |
| 30D | +11.6% | +5.4% | +6.2% | +11.0% |
| 3M | +5.6% | -1.6% | +7.2% | +5.7% |
| 6M | +13.2% | +7.8% | +5.4% | +12.3% |
| YTD | +26.9% | +12.6% | +14.4% | +25.3% |
| 1Y | +27.3% | +13.6% | +13.7% | +25.6% |
| 3Y | +39.7% | +36.6% | +3.1% | +33.8% |
| 5Y | +41.3% | -36.7% | +78.1% | +39.3% |
| All | +41.3% | -37.2% | +78.5% | +39.3% |
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