-39.0%
TROW vs CLBK
+43.5%
-82.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.1% |
| 7D | -3.2% | -1.5% | -1.7% | -2.6% |
| 30D | -4.6% | -1.0% | -3.6% | -4.3% |
| 3M | -0.7% | +22.9% | -23.6% | -8.6% |
| 6M | +22.2% | +44.2% | -22.0% | +5.4% |
| YTD | +6.6% | +64.0% | -57.3% | -12.9% |
| 1Y | +5.8% | +65.7% | -59.8% | -14.3% |
| 3Y | +11.6% | +54.1% | -42.4% | -9.2% |
| All | -39.0% | +43.5% | -82.4% | -52.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling