+1,914.6%
CLS vs TROW
+122.3%
+1,792.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.7% | -6.0% | -5.8% |
| 7D | +16.3% | +0.5% | +15.8% | +15.9% |
| 30D | -25.7% | +9.3% | -35.0% | -30.0% |
| 3M | -30.9% | -0.9% | -30.0% | -30.8% |
| 6M | -35.5% | +8.3% | -43.8% | -39.0% |
| YTD | -18.7% | +10.6% | -29.3% | -24.8% |
| 1Y | -17.9% | +10.5% | -28.4% | -24.3% |
| 3Y | +838.1% | +36.5% | +801.6% | +663.3% |
| 5Y | +1,971.9% | -37.1% | +2,009.0% | +2,454.8% |
| All | +1,914.6% | +122.3% | +1,792.3% | +1,416.2% |
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