+459.7%
CMS vs TROW
+14,446.5%
-13,986.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | 0.0% |
| 7D | +0.4% | -1.3% | +1.7% | +0.6% |
| 30D | -3.6% | -4.5% | +0.9% | -2.7% |
| 3M | -1.9% | +3.9% | -5.8% | -2.8% |
| 6M | -11.0% | +22.6% | -33.5% | -14.7% |
| YTD | +0.2% | +10.1% | -9.9% | -2.2% |
| 1Y | -1.3% | +3.6% | -4.9% | -2.6% |
| 3Y | +35.9% | +12.4% | +23.5% | +30.2% |
| 5Y | +23.1% | -37.5% | +60.6% | +29.5% |
| 10Y | +117.9% | +130.0% | -12.0% | +73.4% |
| All | +459.7% | +14,446.5% | -13,986.8% | +159.2% |
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 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