+124.8%
TROW vs CASY
+453.5%
-328.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.8% | -0.5% |
| 7D | -3.2% | -18.6% | +15.4% | +3.5% |
| 30D | -4.6% | -26.6% | +22.0% | +5.6% |
| 3M | -0.7% | -32.8% | +32.1% | +12.9% |
| 6M | +22.2% | -10.0% | +32.2% | +22.5% |
| YTD | +6.6% | +11.6% | -5.0% | -2.3% |
| 1Y | +5.8% | +11.5% | -5.7% | -3.3% |
| 3Y | +11.6% | +160.7% | -149.1% | -32.1% |
| 5Y | -38.9% | +232.4% | -271.3% | -67.3% |
| All | +124.8% | +453.5% | -328.7% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 10y: compounded portfolio wealth divided by compounded CASY 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…
10y analysis · Full analysis span regression · 6 months rolling