+107.7%
CTAS vs TROW
-39.3%
+147.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +2.0% |
| 7D | +0.5% | -3.2% | +3.7% | +1.7% |
| 30D | -0.7% | -4.6% | +3.9% | +1.0% |
| 3M | +11.1% | -0.7% | +11.7% | +11.0% |
| 6M | +2.1% | +22.2% | -20.1% | -5.7% |
| YTD | +8.0% | +6.6% | +1.3% | +4.5% |
| 1Y | -0.5% | +5.8% | -6.3% | -3.6% |
| 3Y | +66.2% | +11.6% | +54.6% | +54.1% |
| All | +107.7% | -39.3% | +147.1% | +141.4% |
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