+18.7%
CP vs TROW
+12.9%
+5.8%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.4% | -0.6% |
| 7D | +0.6% | -1.5% | +2.1% | +1.2% |
| 30D | -0.5% | -5.3% | +4.8% | +1.5% |
| 3M | +0.1% | +2.9% | -2.9% | -1.7% |
| 6M | +7.8% | +22.2% | -14.4% | -1.2% |
| YTD | +22.9% | +8.1% | +14.8% | +17.7% |
| 1Y | +21.3% | +5.8% | +15.5% | +17.0% |
| All | +18.7% | +12.9% | +5.8% | +4.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling