+10.2%
CNH vs TROW
-38.9%
+49.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.7% | -2.8% |
| 7D | -2.5% | -3.0% | +0.5% | -1.0% |
| 30D | +27.0% | -5.5% | +32.4% | +30.5% |
| 3M | +32.6% | +2.3% | +30.3% | +30.5% |
| 6M | +23.6% | +23.9% | -0.3% | +10.2% |
| YTD | +47.8% | +7.9% | +39.9% | +40.7% |
| 1Y | +21.3% | +6.1% | +15.1% | +16.2% |
| 3Y | +7.0% | +13.8% | -6.9% | -2.7% |
| 5Y | +10.2% | -38.2% | +48.4% | +31.5% |
| All | +10.2% | -38.9% | +49.1% | +31.5% |
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