+7,769.7%
CP vs TROW
+14,513.4%
-6,743.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.1% | -0.7% |
| 7D | +2.1% | +0.5% | +1.7% | +2.0% |
| 30D | +9.3% | +9.3% | 0.0% | +6.1% |
| 3M | +0.5% | -0.9% | +1.4% | +0.6% |
| 6M | +10.4% | +8.3% | +2.1% | +7.0% |
| YTD | +28.7% | +10.6% | +18.1% | +23.5% |
| 1Y | +33.2% | +10.5% | +22.6% | +27.8% |
| 3Y | +38.4% | +36.5% | +1.9% | +22.8% |
| 5Y | +26.2% | -37.1% | +63.2% | +39.4% |
| 10Y | +258.4% | +125.2% | +133.2% | +163.2% |
| All | +7,769.7% | +14,513.4% | -6,743.7% | +2,560.2% |
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