+57.7%
CVE vs TROW
+31.0%
+26.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -16.1% | +4.3% | -20.5% | -17.3% |
| 30D | -10.4% | +4.2% | -14.6% | -11.7% |
| 3M | -2.4% | -3.4% | +1.0% | -1.6% |
| 6M | -4.4% | +4.7% | -9.1% | -7.4% |
| YTD | +64.9% | +10.1% | +54.8% | +55.5% |
| 1Y | +66.0% | +11.7% | +54.3% | +55.2% |
| 3Y | +57.7% | +32.5% | +25.1% | +28.6% |
| All | +57.7% | +31.0% | +26.6% | +28.6% |
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 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