+135.5%
CVE vs TROW
-38.9%
+174.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -16.1% | +4.3% | -20.5% | -17.4% |
| 30D | -10.4% | +4.2% | -14.6% | -11.8% |
| 3M | -2.4% | -3.4% | +1.0% | -1.7% |
| 6M | -4.4% | +4.7% | -9.1% | -7.0% |
| YTD | +64.9% | +10.1% | +54.8% | +56.6% |
| 1Y | +66.0% | +11.7% | +54.3% | +56.6% |
| 3Y | +57.7% | +32.5% | +25.1% | +37.6% |
| All | +135.5% | -38.9% | +174.4% | +195.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling