+415.5%
CNQ vs TROW
+130.0%
+285.5%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | 0.0% |
| 7D | +0.1% | -3.2% | +3.3% | +1.6% |
| 30D | +6.2% | -4.6% | +10.8% | +8.4% |
| 3M | +12.4% | -0.7% | +13.0% | +11.6% |
| 6M | +9.0% | +22.2% | -13.2% | -2.7% |
| YTD | +52.2% | +6.6% | +45.6% | +44.2% |
| 1Y | +65.0% | +5.8% | +59.2% | +56.4% |
| 3Y | +78.8% | +11.6% | +67.2% | +59.9% |
| 5Y | +286.0% | -38.9% | +324.9% | +369.7% |
| All | +415.5% | +130.0% | +285.5% | +253.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling