+696.9%
CLF vs TROW
+14,446.5%
-13,749.6%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +2.3% |
| 7D | +7.6% | -1.3% | +8.9% | +8.2% |
| 30D | -1.2% | -4.5% | +3.3% | +1.0% |
| 3M | -13.4% | +3.9% | -17.2% | -15.4% |
| 6M | +15.4% | +22.6% | -7.1% | +4.5% |
| YTD | -5.9% | +10.1% | -16.0% | -10.6% |
| 1Y | +18.8% | +3.6% | +15.2% | +16.2% |
| 3Y | -19.4% | +12.4% | -31.8% | -23.5% |
| 5Y | -47.7% | -37.5% | -10.2% | -35.7% |
| 10Y | +130.4% | +130.0% | +0.4% | +64.1% |
| All | +696.9% | +14,446.5% | -13,749.6% | +209.1% |
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