+33.1%
CVS vs TROW
-38.6%
+71.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | -2.0% | -3.0% | +1.0% | -1.4% |
| 30D | +1.9% | -5.5% | +7.4% | +2.9% |
| 3M | -2.2% | +2.3% | -4.4% | -2.7% |
| 6M | +26.7% | +23.9% | +2.8% | +21.7% |
| YTD | +22.9% | +7.9% | +15.0% | +20.8% |
| 1Y | +32.9% | +6.1% | +26.8% | +30.9% |
| 3Y | +62.3% | +13.8% | +48.5% | +56.1% |
| All | +33.1% | -38.6% | +71.7% | +39.2% |
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