+4,462.8%
CNC vs TROW
+1,200.1%
+3,262.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.2% |
| 7D | -3.9% | -3.0% | -0.8% | -2.8% |
| 30D | +0.8% | -5.5% | +6.3% | +2.8% |
| 3M | +0.1% | +2.3% | -2.2% | -1.2% |
| 6M | +79.7% | +23.9% | +55.8% | +65.2% |
| YTD | +58.9% | +7.9% | +51.0% | +53.5% |
| 1Y | +109.1% | +6.1% | +103.0% | +102.8% |
| 3Y | 0.0% | +13.8% | -13.8% | -8.9% |
| 5Y | +9.5% | -38.2% | +47.7% | +20.6% |
| 10Y | +95.7% | +131.3% | -35.6% | +24.8% |
| All | +4,462.8% | +1,200.1% | +3,262.7% | +986.9% |
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