+69.1%
CSCO vs TROW
+4.9%
+64.2%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.2% | +5.5% | +4.5% |
| 7D | +2.7% | -3.2% | +5.9% | +3.1% |
| 30D | -9.5% | -4.6% | -4.9% | -9.0% |
| 3M | -7.6% | -0.7% | -7.0% | -8.2% |
| 6M | +44.9% | +22.2% | +22.7% | +38.5% |
| YTD | +47.7% | +6.6% | +41.1% | +42.4% |
| 1Y | +69.1% | +5.8% | +63.3% | +64.7% |
| All | +69.1% | +4.9% | +64.2% | +64.7% |
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