+124.6%
CLF vs TROW
+130.0%
-5.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.9% |
| 7D | -3.5% | -3.2% | -0.3% | -1.0% |
| 30D | -1.6% | -4.6% | +3.1% | +2.0% |
| 3M | -12.0% | -0.7% | -11.4% | -12.7% |
| 6M | +30.0% | +22.2% | +7.8% | +10.0% |
| YTD | -9.2% | +6.6% | -15.8% | -15.1% |
| 1Y | +2.3% | +5.8% | -3.5% | -3.7% |
| 3Y | -14.4% | +11.6% | -26.0% | -23.1% |
| 5Y | -48.3% | -38.9% | -9.4% | -27.2% |
| All | +124.6% | +130.0% | -5.4% | -19.8% |
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 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