+62.6%
CSGP vs TROW
+130.0%
-67.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | -7.1% | -1.7% | -5.4% | -6.3% |
| 30D | +3.6% | +6.4% | -2.8% | +0.3% |
| 3M | -2.7% | -1.5% | -1.3% | -2.1% |
| 6M | -8.0% | +8.3% | -16.3% | -12.0% |
| YTD | -55.0% | +12.4% | -67.4% | -57.8% |
| 1Y | -55.8% | +12.4% | -68.1% | -58.5% |
| 3Y | -62.0% | +38.3% | -100.3% | -68.4% |
| 5Y | -62.9% | -35.2% | -27.8% | -57.0% |
| 10Y | +62.6% | +128.8% | -66.2% | +9.8% |
| All | +62.6% | +130.0% | -67.4% | +9.8% |
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