-35.4%
CLX vs TROW
+12.7%
-48.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.8% | -0.9% |
| 7D | -5.9% | -3.0% | -2.9% | -5.4% |
| 30D | -17.0% | -5.5% | -11.6% | -16.3% |
| 3M | -9.6% | +2.3% | -11.8% | -9.6% |
| 6M | -21.5% | +23.9% | -45.4% | -23.5% |
| YTD | -8.8% | +7.9% | -16.7% | -9.7% |
| 1Y | -24.7% | +6.1% | -30.8% | -25.3% |
| All | -35.4% | +12.7% | -48.1% | -40.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling