-2.0%
CMS vs TROW
+6.0%
-8.0%
-14.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | -1.3% | -3.0% | +1.7% | -1.3% |
| 30D | -2.8% | -5.5% | +2.7% | -2.7% |
| 3M | -7.1% | +2.3% | -9.4% | -7.1% |
| 6M | -10.0% | +23.9% | -34.0% | -10.1% |
| YTD | -0.9% | +7.9% | -8.8% | -1.1% |
| 1Y | -2.0% | +6.1% | -8.1% | -2.1% |
| All | -2.0% | +6.0% | -8.0% | -2.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling