+1,879.0%
CVS vs TROW
+14,176.2%
-12,297.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.4% |
| 7D | -1.9% | -1.5% | -0.4% | -1.6% |
| 30D | -0.3% | -5.3% | +5.0% | +0.9% |
| 3M | -1.1% | +2.9% | -4.1% | -2.0% |
| 6M | +23.7% | +22.2% | +1.5% | +17.8% |
| YTD | +23.0% | +8.1% | +14.9% | +20.2% |
| 1Y | +37.2% | +5.8% | +31.3% | +34.5% |
| 3Y | +62.4% | +14.0% | +48.4% | +54.4% |
| 5Y | +31.8% | -38.3% | +70.1% | +40.7% |
| 10Y | +41.9% | +131.7% | -89.8% | +11.2% |
| All | +1,879.0% | +14,176.2% | -12,297.2% | +671.7% |
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