+3,682.3%
CLS vs TROW
-38.1%
+3,720.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +2.1% |
| 7D | +20.1% | -1.5% | +21.6% | +21.3% |
| 30D | +6.0% | -5.3% | +11.3% | +9.7% |
| 3M | -10.3% | +2.9% | -13.2% | -12.1% |
| 6M | +24.5% | +22.2% | +2.3% | +9.5% |
| YTD | +12.9% | +8.1% | +4.8% | +6.0% |
| 1Y | +36.7% | +5.8% | +30.9% | +29.7% |
| 3Y | +1,328.1% | +14.0% | +1,314.1% | +1,179.2% |
| 5Y | +3,682.3% | -38.3% | +3,720.6% | +4,842.5% |
| All | +3,682.3% | -38.1% | +3,720.4% | +4,842.5% |
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