+2,953.7%
CLS vs TROW
+132.8%
+2,820.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.4% |
| 7D | +5.0% | -3.0% | +8.0% | +6.9% |
| 30D | +4.8% | -5.5% | +10.2% | +8.3% |
| 3M | -10.4% | +2.3% | -12.7% | -11.7% |
| 6M | +20.8% | +23.9% | -3.1% | +6.2% |
| YTD | +10.0% | +7.9% | +2.1% | +3.9% |
| 1Y | +28.5% | +6.1% | +22.4% | +22.3% |
| 3Y | +1,292.2% | +13.8% | +1,278.4% | +1,169.0% |
| 5Y | +3,616.8% | -38.2% | +3,655.0% | +4,535.7% |
| All | +2,953.7% | +132.8% | +2,820.9% | +2,332.0% |
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 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