+23.6%
CMS vs TROW
-38.1%
+61.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.7% |
| 7D | +0.2% | -1.5% | +1.7% | +0.4% |
| 30D | -1.3% | -5.3% | +4.0% | -0.6% |
| 3M | -5.4% | +2.9% | -8.3% | -5.9% |
| 6M | -10.3% | +22.2% | -32.5% | -13.1% |
| YTD | -0.2% | +8.1% | -8.3% | -1.7% |
| 1Y | -0.9% | +5.8% | -6.7% | -2.1% |
| 3Y | +34.0% | +14.0% | +19.9% | +29.0% |
| 5Y | +23.6% | -38.3% | +61.8% | +15.3% |
| All | +23.6% | -38.1% | +61.6% | +15.3% |
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