+216.7%
CTVA vs TROW
+38.0%
+178.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.2% |
| 7D | -4.5% | -3.2% | -1.3% | -3.1% |
| 30D | +11.3% | -4.6% | +15.9% | +13.6% |
| 3M | +12.3% | -0.7% | +13.0% | +12.5% |
| 6M | +7.2% | +22.2% | -15.0% | -2.5% |
| YTD | +26.0% | +6.6% | +19.4% | +21.5% |
| 1Y | +16.0% | +5.8% | +10.2% | +12.2% |
| 3Y | +73.9% | +11.6% | +62.3% | +60.9% |
| 5Y | +103.8% | -38.9% | +142.7% | +152.3% |
| All | +216.7% | +38.0% | +178.7% | +100.1% |
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 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