+35.2%
TROW vs CLBK
+65.5%
-30.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.1% |
| 7D | -3.2% | -1.5% | -1.7% | -2.5% |
| 30D | -4.6% | -1.0% | -3.6% | -4.2% |
| 3M | -0.7% | +22.9% | -23.6% | -10.4% |
| 6M | +22.2% | +44.2% | -22.0% | +1.8% |
| YTD | +6.6% | +64.0% | -57.3% | -17.1% |
| 1Y | +5.8% | +65.7% | -59.8% | -18.6% |
| 3Y | +11.6% | +54.1% | -42.4% | -14.1% |
| 5Y | -38.9% | +44.7% | -83.6% | -54.5% |
| All | +35.2% | +65.5% | -30.3% | -1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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