+165.0%
CMI vs TROW
-39.3%
+204.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.8% |
| 7D | -0.7% | -3.2% | +2.5% | +0.7% |
| 30D | -12.4% | -4.6% | -7.8% | -10.6% |
| 3M | -14.8% | -0.7% | -14.1% | -15.2% |
| 6M | +0.8% | +22.2% | -21.4% | -8.9% |
| YTD | +10.2% | +6.6% | +3.6% | +5.9% |
| 1Y | +37.4% | +5.8% | +31.6% | +32.2% |
| 3Y | +153.3% | +11.6% | +141.7% | +133.8% |
| All | +165.0% | -39.3% | +204.3% | +199.2% |
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 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