+124.8%
TROW vs CPB
-45.3%
+170.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.2% |
| 7D | -3.2% | -1.8% | -1.4% | -2.9% |
| 30D | -4.6% | -7.1% | +2.5% | -3.6% |
| 3M | -0.7% | -6.0% | +5.4% | +0.1% |
| 6M | +22.2% | -5.3% | +27.5% | +22.8% |
| YTD | +6.6% | -20.8% | +27.5% | +10.0% |
| 1Y | +5.8% | -33.8% | +39.7% | +12.4% |
| 3Y | +11.6% | -43.7% | +55.3% | +20.7% |
| 5Y | -38.9% | -40.7% | +1.8% | -35.4% |
| All | +124.8% | -45.3% | +170.1% | +143.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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