+23,263.2%
CTAS vs TROW
+14,398.8%
+8,864.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | 0.0% | +0.4% | -0.4% | -0.2% |
| 30D | -1.0% | -4.0% | +3.0% | +0.3% |
| 3M | +15.8% | +5.0% | +10.8% | +13.7% |
| 6M | -1.0% | +24.3% | -25.3% | -8.1% |
| YTD | +7.4% | +9.8% | -2.3% | +3.5% |
| 1Y | -0.1% | +6.4% | -6.6% | -3.0% |
| 3Y | +66.3% | +15.8% | +50.5% | +54.8% |
| 5Y | +111.0% | -37.3% | +148.2% | +134.3% |
| 10Y | +662.9% | +130.6% | +532.3% | +463.0% |
| All | +23,263.2% | +14,398.8% | +8,864.4% | +7,413.3% |
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