+159.8%
CVE vs TROW
+129.7%
+30.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.9% | +2.7% |
| 7D | +0.2% | +0.4% | -0.2% | -0.1% |
| 30D | +17.5% | -4.0% | +21.5% | +20.0% |
| 3M | +16.2% | +5.0% | +11.2% | +11.6% |
| 6M | +47.8% | +24.3% | +23.4% | +27.9% |
| YTD | +98.5% | +9.8% | +88.7% | +83.3% |
| 1Y | +109.8% | +6.4% | +103.3% | +96.6% |
| 3Y | +75.5% | +15.8% | +59.7% | +51.3% |
| 5Y | +341.6% | -37.3% | +378.8% | +452.7% |
| 10Y | +159.8% | +130.6% | +29.2% | +59.6% |
| All | +159.8% | +129.7% | +30.1% | +59.6% |
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