+604.8%
CRS vs TROW
+11.3%
+593.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | 0.0% | -0.4% |
| 7D | -6.8% | -3.2% | -3.6% | -4.9% |
| 30D | -16.1% | -4.6% | -11.5% | -13.8% |
| 3M | -21.2% | -0.7% | -20.5% | -21.8% |
| 6M | +8.7% | +22.2% | -13.5% | -5.7% |
| YTD | +41.0% | +6.6% | +34.3% | +31.8% |
| 1Y | +82.7% | +5.8% | +76.8% | +71.0% |
| 3Y | +604.8% | +11.6% | +593.2% | +522.3% |
| All | +604.8% | +11.3% | +593.4% | +522.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling