-64.8%
CSGP vs TROW
-37.5%
-27.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.4% | -1.9% |
| 7D | -4.1% | -1.3% | -2.8% | -3.4% |
| 30D | +2.3% | -4.5% | +6.8% | +4.9% |
| 3M | -8.2% | +3.9% | -12.0% | -10.2% |
| 6M | -35.1% | +22.6% | -57.6% | -42.2% |
| YTD | -54.0% | +10.1% | -64.2% | -56.6% |
| 1Y | -65.3% | +3.6% | -68.9% | -66.2% |
| 3Y | -62.6% | +12.4% | -75.0% | -65.9% |
| All | -64.8% | -37.5% | -27.3% | -58.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling