+105.1%
CTVA vs TROW
-39.3%
+144.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.3% |
| 7D | -4.5% | -3.2% | -1.3% | -3.5% |
| 30D | +11.3% | -4.6% | +15.9% | +13.0% |
| 3M | +12.3% | -0.7% | +13.0% | +12.6% |
| 6M | +7.2% | +22.2% | -15.0% | +0.4% |
| YTD | +26.0% | +6.6% | +19.4% | +23.0% |
| 1Y | +16.0% | +5.8% | +10.2% | +13.5% |
| 3Y | +73.9% | +11.6% | +62.3% | +65.3% |
| All | +105.1% | -39.3% | +144.4% | +139.4% |
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