+320.2%
CVE vs TROW
-37.5%
+357.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.0% |
| 7D | +2.5% | -1.3% | +3.8% | +2.9% |
| 30D | +16.7% | -4.5% | +21.3% | +18.4% |
| 3M | +9.3% | +3.9% | +5.4% | +7.0% |
| 6M | +43.6% | +22.6% | +21.0% | +32.0% |
| YTD | +93.6% | +10.1% | +83.5% | +84.2% |
| 1Y | +98.8% | +3.6% | +95.2% | +93.4% |
| 3Y | +73.6% | +12.4% | +61.2% | +59.9% |
| All | +320.2% | -37.5% | +357.6% | +416.6% |
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 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