+4,850.5%
CL vs TROW
+14,446.5%
-9,596.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.3% |
| 7D | -2.2% | -1.3% | -0.9% | -1.9% |
| 30D | -4.8% | -4.5% | -0.3% | -4.0% |
| 3M | +4.9% | +3.9% | +1.0% | +4.0% |
| 6M | -5.7% | +22.6% | -28.3% | -9.5% |
| YTD | +14.4% | +10.1% | +4.3% | +11.8% |
| 1Y | +8.7% | +3.6% | +5.2% | +7.4% |
| 3Y | +30.0% | +12.4% | +17.6% | +24.5% |
| 5Y | +28.4% | -37.5% | +65.9% | +34.6% |
| 10Y | +50.1% | +130.0% | -79.9% | +19.2% |
| All | +4,850.5% | +14,446.5% | -9,596.0% | +1,506.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling