+95.2%
CNC vs TROW
+130.0%
-34.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.7% | +1.9% |
| 7D | -0.9% | -3.2% | +2.3% | +0.1% |
| 30D | -1.0% | -4.6% | +3.6% | +0.5% |
| 3M | +4.5% | -0.7% | +5.2% | +4.3% |
| 6M | +85.2% | +22.2% | +63.0% | +72.5% |
| YTD | +61.4% | +6.6% | +54.8% | +57.0% |
| 1Y | +94.9% | +5.8% | +89.1% | +89.7% |
| 3Y | 0.0% | +11.6% | -11.6% | -7.5% |
| 5Y | +11.2% | -38.9% | +50.1% | +29.0% |
| All | +95.2% | +130.0% | -34.8% | +81.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling