+18,977.1%
COR vs TROW
+5,007.1%
+13,970.0%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.7% | +2.3% | +2.8% |
| 7D | +7.8% | +0.5% | +7.4% | +7.7% |
| 30D | +7.0% | +9.3% | -2.3% | +5.2% |
| 3M | +16.3% | -0.9% | +17.2% | +16.4% |
| 6M | +41.3% | +8.3% | +32.9% | +38.8% |
| YTD | +7.1% | +10.6% | -3.5% | +4.5% |
| 1Y | -0.8% | +10.5% | -11.4% | -3.3% |
| 3Y | +85.0% | +36.5% | +48.5% | +69.8% |
| 5Y | +203.9% | -37.1% | +240.9% | +219.3% |
| 10Y | +510.3% | +125.2% | +385.1% | +394.1% |
| All | +18,977.1% | +5,007.1% | +13,970.0% | +8,774.2% |
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