+69.3%
CNP vs TROW
-38.9%
+108.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.5% | -1.6% |
| 7D | -2.2% | -3.0% | +0.9% | -1.6% |
| 30D | -2.1% | -5.5% | +3.4% | -1.1% |
| 3M | -7.9% | +2.3% | -10.2% | -8.5% |
| 6M | -8.3% | +23.9% | -32.2% | -11.9% |
| YTD | +3.8% | +7.9% | -4.1% | +1.9% |
| 1Y | +5.9% | +6.1% | -0.3% | +4.2% |
| 3Y | +49.3% | +13.8% | +35.5% | +42.6% |
| 5Y | +69.3% | -38.2% | +107.5% | +67.0% |
| All | +69.3% | -38.9% | +108.1% | +67.0% |
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