-50.5%
CPNG vs TROW
-39.3%
-11.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.2% | +4.2% | +3.9% |
| 7D | -1.1% | -3.2% | +2.1% | +1.2% |
| 30D | -7.4% | -4.6% | -2.7% | -4.2% |
| 3M | -12.3% | -0.7% | -11.7% | -12.8% |
| 6M | -19.4% | +22.2% | -41.7% | -31.4% |
| YTD | -35.9% | +6.6% | -42.5% | -39.9% |
| 1Y | -53.4% | +5.8% | -59.2% | -56.3% |
| 3Y | -20.0% | +11.6% | -31.6% | -32.3% |
| All | -50.5% | -39.3% | -11.1% | -37.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling