-61.7%
CSGP vs TROW
+36.4%
-98.1%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.7% | +0.6% |
| 7D | -6.1% | -0.5% | -5.6% | -5.9% |
| 30D | +0.3% | +6.7% | -6.4% | -3.1% |
| 3M | -1.3% | -1.7% | +0.4% | -0.6% |
| 6M | -8.9% | +7.8% | -16.7% | -12.8% |
| YTD | -55.2% | +9.9% | -65.2% | -57.7% |
| 1Y | -56.4% | +8.7% | -65.1% | -58.5% |
| All | -61.7% | +36.4% | -98.1% | -69.0% |
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