-14.2%
CLF vs TROW
+12.9%
-27.0%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -0.4% |
| 7D | -2.7% | -1.5% | -1.2% | -1.5% |
| 30D | -3.2% | -5.3% | +2.1% | +1.0% |
| 3M | -5.0% | +2.9% | -7.9% | -8.7% |
| 6M | +26.6% | +22.2% | +4.4% | +6.0% |
| YTD | -9.0% | +8.1% | -17.0% | -16.6% |
| 1Y | +11.8% | +5.8% | +6.0% | +4.4% |
| All | -14.2% | +12.9% | -27.0% | -20.6% |
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 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