+219.9%
CTVA vs TROW
+39.9%
+180.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -0.6% |
| 7D | -5.8% | -1.5% | -4.3% | -5.2% |
| 30D | +11.1% | -5.3% | +16.4% | +13.7% |
| 3M | +13.2% | +2.9% | +10.3% | +11.6% |
| 6M | +8.7% | +22.2% | -13.5% | -1.1% |
| YTD | +27.3% | +8.1% | +19.2% | +22.0% |
| 1Y | +18.0% | +5.8% | +12.2% | +14.1% |
| 3Y | +76.5% | +14.0% | +62.5% | +61.7% |
| 5Y | +105.1% | -38.3% | +143.4% | +152.8% |
| All | +219.9% | +39.9% | +180.0% | +100.9% |
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