+6,706.3%
CME vs TROW
+1,374.3%
+5,332.0%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -0.9% |
| 7D | -2.9% | +0.4% | -3.3% | -3.1% |
| 30D | +5.5% | -4.0% | +9.6% | +7.7% |
| 3M | +11.0% | +5.0% | +6.0% | +7.4% |
| 6M | -9.7% | +24.3% | -34.0% | -20.3% |
| YTD | +4.9% | +9.8% | -4.9% | -1.9% |
| 1Y | +10.1% | +6.4% | +3.6% | +4.2% |
| 3Y | +53.5% | +15.8% | +37.7% | +30.8% |
| 5Y | +77.2% | -37.3% | +114.4% | +98.0% |
| 10Y | +282.1% | +130.6% | +151.5% | +75.4% |
| All | +6,706.3% | +1,374.3% | +5,332.0% | +1,167.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling