+13.1%
TROW vs CPB
-40.6%
+53.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.6% |
| 7D | -1.5% | -8.0% | +6.5% | -0.6% |
| 30D | -5.3% | -2.4% | -2.9% | -5.1% |
| 3M | +2.9% | +0.5% | +2.4% | +2.7% |
| 6M | +22.2% | -10.5% | +32.7% | +23.4% |
| YTD | +8.1% | -17.5% | +25.6% | +10.0% |
| 1Y | +5.8% | -31.0% | +36.8% | +10.4% |
| All | +13.1% | -40.6% | +53.8% | +21.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling