-41.8%
CLF vs TROW
-37.1%
-4.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.7% | -3.9% | -3.7% |
| 7D | +10.4% | +0.5% | +9.9% | +10.1% |
| 30D | +0.6% | +9.3% | -8.8% | -6.0% |
| 3M | +4.1% | -0.9% | +5.0% | +4.1% |
| 6M | +15.1% | +8.3% | +6.8% | +7.1% |
| YTD | -4.7% | +10.6% | -15.4% | -13.1% |
| 1Y | +20.4% | +10.5% | +9.8% | +9.6% |
| 3Y | -23.4% | +36.5% | -59.9% | -39.2% |
| All | -41.8% | -37.1% | -4.6% | -36.0% |
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