+3,176.2%
CSGP vs TROW
+1,125.5%
+2,050.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.7% | +0.3% |
| 7D | -6.1% | -0.5% | -5.6% | -5.9% |
| 30D | +0.3% | +6.7% | -6.4% | -2.3% |
| 3M | -1.3% | -1.7% | +0.4% | -0.7% |
| 6M | -8.9% | +7.8% | -16.7% | -11.9% |
| YTD | -55.2% | +9.9% | -65.2% | -57.1% |
| 1Y | -56.4% | +8.7% | -65.1% | -58.1% |
| 3Y | -62.2% | +35.2% | -97.4% | -67.0% |
| 5Y | -63.7% | -37.5% | -26.2% | -57.8% |
| 10Y | +61.7% | +123.7% | -62.0% | +10.8% |
| All | +3,176.2% | +1,125.5% | +2,050.7% | +1,081.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling