+135.5%
CVE vs TROW
+136.0%
-0.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | -10.0% | +4.4% | -14.4% | -12.5% |
| 30D | -11.9% | +5.5% | -17.3% | -15.0% |
| 3M | -5.9% | -1.3% | -4.6% | -6.1% |
| 6M | -1.6% | +7.9% | -9.4% | -7.7% |
| YTD | +66.3% | +12.6% | +53.6% | +50.1% |
| 1Y | +57.5% | +13.3% | +44.2% | +41.4% |
| 3Y | +65.4% | +38.6% | +26.8% | +27.1% |
| 5Y | +144.2% | -34.7% | +178.9% | +197.3% |
| 10Y | +135.5% | +129.9% | +5.6% | +39.9% |
| All | +135.5% | +136.0% | -0.4% | +39.9% |
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 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