+206.1%
COR vs TROW
-37.1%
+243.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.7% | +2.3% | +2.9% |
| 7D | +7.8% | +0.5% | +7.4% | +7.8% |
| 30D | +7.0% | +9.3% | -2.3% | +6.4% |
| 3M | +16.3% | -0.9% | +17.2% | +16.3% |
| 6M | +41.3% | +8.3% | +32.9% | +40.5% |
| YTD | +7.1% | +10.6% | -3.5% | +6.3% |
| 1Y | -0.8% | +10.5% | -11.4% | -1.6% |
| 3Y | +85.0% | +36.5% | +48.5% | +78.7% |
| All | +206.1% | -37.1% | +243.3% | +232.0% |
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