+37.9%
CMS vs TROW
+37.2%
+0.7%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.3% | +0.3% |
| 7D | +0.5% | +4.4% | -3.9% | +0.1% |
| 30D | +7.4% | +5.5% | +2.0% | +6.9% |
| 3M | +1.9% | -1.3% | +3.2% | +1.9% |
| 6M | -2.3% | +7.9% | -10.2% | -3.1% |
| YTD | +3.0% | +12.6% | -9.7% | +1.6% |
| 1Y | -2.8% | +13.3% | -16.1% | -4.2% |
| 3Y | +37.9% | +38.6% | -0.7% | +22.5% |
| All | +37.9% | +37.2% | +0.7% | +22.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling