-39.0%
TROW vs CPAY
+55.3%
-94.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.1% |
| 7D | -3.2% | -2.0% | -1.2% | -2.2% |
| 30D | -4.6% | -0.4% | -4.2% | -4.6% |
| 3M | -0.7% | +16.4% | -17.0% | -8.4% |
| 6M | +22.2% | +23.5% | -1.3% | +8.1% |
| YTD | +6.6% | +35.7% | -29.0% | -12.0% |
| 1Y | +5.8% | +30.2% | -24.3% | -11.1% |
| 3Y | +11.6% | +49.7% | -38.1% | -18.3% |
| All | -39.0% | +55.3% | -94.3% | -60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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