-0.8%
CRM vs TROW
-39.3%
+38.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.6% |
| 7D | -4.4% | -3.2% | -1.3% | -2.7% |
| 30D | +28.1% | -4.6% | +32.7% | +31.5% |
| 3M | +48.8% | -0.7% | +49.5% | +48.5% |
| 6M | +28.3% | +22.2% | +6.0% | +13.3% |
| YTD | -6.0% | +6.6% | -12.6% | -10.3% |
| 1Y | +1.4% | +5.8% | -4.4% | -3.1% |
| 3Y | +11.8% | +11.6% | +0.2% | +0.1% |
| All | -0.8% | -39.3% | +38.5% | +29.4% |
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