+73.2%
CVE vs TROW
+37.3%
+35.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.5% |
| 7D | +5.9% | +0.5% | +5.5% | +5.8% |
| 30D | -10.9% | +9.3% | -20.2% | -13.5% |
| 3M | -4.5% | -0.9% | -3.6% | -4.5% |
| 6M | -1.0% | +8.3% | -9.3% | -5.3% |
| YTD | +74.7% | +10.6% | +64.1% | +64.4% |
| 1Y | +65.8% | +10.5% | +55.3% | +55.9% |
| 3Y | +73.2% | +36.5% | +36.7% | +37.7% |
| All | +73.2% | +37.3% | +35.9% | +37.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling