+58.6%
CNH vs TROW
+143.6%
-85.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.3% | -5.2% | -5.4% |
| 7D | +8.8% | +0.4% | +8.4% | +8.5% |
| 30D | +24.7% | -4.0% | +28.7% | +27.6% |
| 3M | +27.3% | +5.0% | +22.3% | +23.0% |
| 6M | +23.2% | +24.3% | -1.2% | +7.3% |
| YTD | +48.9% | +9.8% | +39.2% | +38.9% |
| 1Y | +19.4% | +6.4% | +13.0% | +13.2% |
| 3Y | +7.8% | +15.8% | -8.0% | -4.5% |
| 5Y | +8.7% | -37.3% | +46.0% | +36.2% |
| 10Y | +149.5% | +130.6% | +18.9% | +25.1% |
| All | +58.6% | +143.6% | -85.0% | -18.6% |
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