+4,013.6%
CMG vs TROW
+415.4%
+3,598.3%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.7% |
| 7D | -2.1% | -3.2% | +1.1% | -0.7% |
| 30D | +10.9% | -4.6% | +15.5% | +13.1% |
| 3M | +15.8% | -0.7% | +16.5% | +15.6% |
| 6M | +6.9% | +22.2% | -15.3% | -2.5% |
| YTD | -2.2% | +6.6% | -8.8% | -5.7% |
| 1Y | -7.1% | +5.8% | -12.9% | -10.1% |
| 3Y | -7.1% | +11.6% | -18.7% | -14.0% |
| 5Y | -4.8% | -38.9% | +34.1% | +11.1% |
| 10Y | +324.3% | +128.5% | +195.8% | +164.3% |
| All | +4,013.6% | +415.4% | +3,598.3% | +1,392.0% |
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