+14,278.0%
TROW vs CHD
+10,010.3%
+4,267.6%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | +0.4% |
| 7D | +0.4% | -2.9% | +3.3% | +1.4% |
| 30D | -4.0% | -6.2% | +2.2% | -2.0% |
| 3M | +5.0% | +1.6% | +3.5% | +4.2% |
| 6M | +24.3% | -3.5% | +27.8% | +25.2% |
| YTD | +9.8% | +16.2% | -6.5% | +3.3% |
| 1Y | +6.4% | +3.4% | +3.1% | +4.0% |
| 3Y | +15.8% | +4.6% | +11.2% | +11.0% |
| 5Y | -37.3% | +21.1% | -58.4% | -43.6% |
| 10Y | +130.6% | +126.5% | +4.1% | +61.5% |
| All | +14,278.0% | +10,010.3% | +4,267.6% | +3,463.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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