+89.9%
CVE vs TROW
+282.8%
-192.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -0.7% |
| 7D | +2.5% | -1.3% | +3.8% | +3.2% |
| 30D | +16.7% | -4.5% | +21.3% | +19.8% |
| 3M | +9.3% | +3.9% | +5.4% | +5.4% |
| 6M | +43.6% | +22.6% | +21.0% | +24.3% |
| YTD | +93.6% | +10.1% | +83.5% | +77.5% |
| 1Y | +98.8% | +3.6% | +95.2% | +88.7% |
| 3Y | +73.6% | +12.4% | +61.2% | +51.3% |
| 5Y | +312.5% | -37.5% | +350.0% | +402.2% |
| 10Y | +161.0% | +130.0% | +31.1% | +30.4% |
| All | +89.9% | +282.8% | -192.8% | -32.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling