+10.0%
CNH vs TROW
+12.9%
-2.9%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.5% | +3.7% | +3.1% |
| 7D | +1.8% | -1.5% | +3.3% | +2.7% |
| 30D | +32.6% | -5.3% | +37.9% | +36.7% |
| 3M | +29.4% | +2.9% | +26.5% | +26.3% |
| 6M | +26.0% | +22.2% | +3.8% | +10.7% |
| YTD | +52.2% | +8.1% | +44.1% | +42.9% |
| 1Y | +23.9% | +5.8% | +18.1% | +17.5% |
| All | +10.0% | +12.9% | -2.9% | -7.4% |
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