-63.1%
CSGP vs TROW
-37.1%
-25.9%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.7% | +2.2% | +2.5% |
| 7D | +1.3% | +0.5% | +0.9% | +1.1% |
| 30D | +2.8% | +9.3% | -6.5% | -2.1% |
| 3M | -6.3% | -0.9% | -5.4% | -6.0% |
| 6M | -3.2% | +8.3% | -11.5% | -7.7% |
| YTD | -54.0% | +10.6% | -64.6% | -56.7% |
| 1Y | -54.8% | +10.5% | -65.4% | -57.6% |
| 3Y | -60.6% | +36.5% | -97.1% | -67.8% |
| All | -63.1% | -37.1% | -25.9% | -52.5% |
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