+274.2%
CME vs TROW
+130.0%
+144.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.9% |
| 7D | -1.6% | -3.2% | +1.6% | -0.7% |
| 30D | +5.6% | -4.6% | +10.2% | +6.9% |
| 3M | +5.6% | -0.7% | +6.2% | +5.3% |
| 6M | -8.3% | +22.2% | -30.5% | -13.8% |
| YTD | +4.3% | +6.6% | -2.3% | +1.5% |
| 1Y | +9.1% | +5.8% | +3.3% | +6.2% |
| 3Y | +52.1% | +11.6% | +40.4% | +41.5% |
| 5Y | +79.7% | -38.9% | +118.6% | +105.6% |
| All | +274.2% | +130.0% | +144.2% | +120.2% |
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