+5,760.6%
CRM vs TROW
+746.3%
+5,014.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +48.7% |
| 6M | +28.3% | +22.2% | +6.0% | +13.8% |
| YTD | -6.0% | +6.6% | -12.6% | -10.2% |
| 1Y | +1.4% | +5.8% | -4.4% | -2.9% |
| 3Y | +11.8% | +11.6% | +0.2% | +1.3% |
| 5Y | -2.0% | -38.9% | +36.9% | +21.1% |
| 10Y | +239.6% | +128.5% | +111.1% | +89.5% |
| All | +5,760.6% | +746.3% | +5,014.3% | +1,088.5% |
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