+1,886.0%
CNP vs TROW
+14,513.4%
-12,627.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.5% |
| 7D | +1.3% | +0.5% | +0.8% | +1.2% |
| 30D | +3.8% | +9.3% | -5.5% | +1.9% |
| 3M | +2.4% | -0.9% | +3.3% | +2.4% |
| 6M | -1.2% | +8.3% | -9.5% | -3.0% |
| YTD | +9.3% | +10.6% | -1.4% | +6.4% |
| 1Y | +6.4% | +10.5% | -4.1% | +3.6% |
| 3Y | +66.4% | +36.5% | +29.8% | +53.4% |
| 5Y | +75.7% | -37.1% | +112.7% | +84.9% |
| 10Y | +145.1% | +125.2% | +20.0% | +102.6% |
| All | +1,886.0% | +14,513.4% | -12,627.4% | +1,072.4% |
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 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