+223.6%
CP vs TROW
+132.8%
+90.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | -2.7% | -3.0% | +0.3% | -1.4% |
| 30D | -3.4% | -5.5% | +2.1% | -1.0% |
| 3M | -0.6% | +2.3% | -2.9% | -2.2% |
| 6M | +6.3% | +23.9% | -17.6% | -4.0% |
| YTD | +21.2% | +7.9% | +13.3% | +15.8% |
| 1Y | +20.0% | +6.1% | +13.9% | +15.3% |
| 3Y | +18.7% | +13.8% | +4.9% | +8.1% |
| 5Y | +34.8% | -38.2% | +73.0% | +58.6% |
| All | +223.6% | +132.8% | +90.8% | +121.8% |
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