-0.5%
CTAS vs TROW
+4.9%
-5.4%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +1.8% |
| 7D | +0.5% | -3.2% | +3.7% | +1.2% |
| 30D | -0.7% | -4.6% | +3.9% | +0.2% |
| 3M | +11.1% | -0.7% | +11.7% | +11.2% |
| 6M | +2.1% | +22.2% | -20.1% | -1.9% |
| YTD | +8.0% | +6.6% | +1.3% | +5.6% |
| 1Y | -0.5% | +5.8% | -6.3% | -2.1% |
| All | -0.5% | +4.9% | -5.4% | -2.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling