+2,429.7%
TROW vs CNI
+6,516.9%
-4,087.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.8% |
| 7D | -3.2% | -0.4% | -2.8% | -2.9% |
| 30D | -4.6% | -2.7% | -1.9% | -2.8% |
| 3M | -0.7% | +3.9% | -4.6% | -3.8% |
| 6M | +22.2% | +16.4% | +5.9% | +8.4% |
| YTD | +6.6% | +25.8% | -19.2% | -11.1% |
| 1Y | +5.8% | +32.4% | -26.6% | -15.2% |
| 3Y | +11.6% | +19.1% | -7.5% | -4.9% |
| 5Y | -38.9% | +13.6% | -52.5% | -46.2% |
| 10Y | +128.5% | +136.8% | -8.2% | +16.2% |
| All | +2,429.7% | +6,516.9% | -4,087.2% | +68.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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