-10.0%
CRM vs TROW
+17.3%
-27.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +6.0% | -3.8% | +0.1% |
| 7D | -6.2% | +8.2% | -14.4% | -8.9% |
| 30D | -1.2% | +8.3% | -9.5% | -4.1% |
| 3M | +19.1% | -1.6% | +20.7% | +19.9% |
| 6M | +23.0% | +11.9% | +11.1% | +15.7% |
| YTD | -13.7% | +14.3% | -28.0% | -19.1% |
| 1Y | -10.0% | +17.0% | -27.0% | -16.6% |
| All | -10.0% | +17.3% | -27.3% | -16.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling