+79.6%
CME vs TROW
-39.3%
+119.0%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.7% |
| 7D | -1.6% | -3.2% | +1.6% | -1.3% |
| 30D | +5.6% | -4.6% | +10.2% | +6.1% |
| 3M | +5.6% | -0.7% | +6.2% | +5.5% |
| 6M | -8.3% | +22.2% | -30.5% | -10.5% |
| YTD | +4.3% | +6.6% | -2.3% | +3.2% |
| 1Y | +9.1% | +5.8% | +3.3% | +8.0% |
| 3Y | +52.1% | +11.6% | +40.4% | +47.8% |
| All | +79.6% | -39.3% | +119.0% | +101.9% |
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 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