+1,323.2%
CRS vs TROW
+130.0%
+1,193.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | 0.0% | -0.3% |
| 7D | -6.8% | -3.2% | -3.6% | -4.5% |
| 30D | -16.1% | -4.6% | -11.5% | -13.3% |
| 3M | -21.2% | -0.7% | -20.5% | -21.7% |
| 6M | +8.7% | +22.2% | -13.5% | -7.5% |
| YTD | +41.0% | +6.6% | +34.3% | +31.2% |
| 1Y | +82.7% | +5.8% | +76.8% | +70.1% |
| 3Y | +604.8% | +11.6% | +593.2% | +517.8% |
| 5Y | +1,384.7% | -38.9% | +1,423.6% | +1,948.8% |
| All | +1,323.2% | +130.0% | +1,193.2% | +536.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling