+7,539.9%
CP vs TROW
+14,446.5%
-6,906.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.6% |
| 7D | -2.7% | -1.3% | -1.4% | -2.2% |
| 30D | +0.2% | -4.5% | +4.7% | +1.7% |
| 3M | +2.6% | +3.9% | -1.3% | +1.0% |
| 6M | +6.0% | +22.6% | -16.6% | -1.1% |
| YTD | +24.9% | +10.1% | +14.8% | +20.3% |
| 1Y | +20.1% | +3.6% | +16.5% | +17.7% |
| 3Y | +16.4% | +12.4% | +4.0% | +9.9% |
| 5Y | +31.7% | -37.5% | +69.2% | +45.9% |
| 10Y | +223.9% | +130.0% | +93.9% | +136.4% |
| All | +7,539.9% | +14,446.5% | -6,906.6% | +2,490.7% |
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