+18.7%
CTSH vs TROW
+132.8%
-114.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | -9.8% | -3.0% | -6.8% | -8.4% |
| 30D | +0.1% | -5.5% | +5.6% | +3.0% |
| 3M | +13.2% | +2.3% | +11.0% | +11.2% |
| 6M | -6.2% | +23.9% | -30.1% | -16.6% |
| YTD | -28.5% | +7.9% | -36.4% | -31.9% |
| 1Y | -13.8% | +6.1% | -19.9% | -17.4% |
| 3Y | -13.7% | +13.8% | -27.5% | -22.1% |
| 5Y | -16.7% | -38.2% | +21.5% | +0.1% |
| All | +18.7% | +132.8% | -114.0% | -13.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling