+167.0%
CVX vs TROW
-39.3%
+206.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.9% |
| 7D | +2.6% | -3.2% | +5.8% | +3.4% |
| 30D | +9.8% | -4.6% | +14.4% | +11.0% |
| 3M | +16.2% | -0.7% | +16.9% | +15.7% |
| 6M | +13.6% | +22.2% | -8.6% | +7.1% |
| YTD | +44.4% | +6.6% | +37.7% | +40.6% |
| 1Y | +40.6% | +5.8% | +34.8% | +37.0% |
| 3Y | +48.2% | +11.6% | +36.6% | +39.8% |
| All | +167.0% | -39.3% | +206.3% | +194.3% |
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