-38.2%
TROW vs CPB
-40.6%
+2.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.3% | +4.1% | +0.3% |
| 7D | -3.0% | -5.4% | +2.4% | -2.4% |
| 30D | -5.5% | -7.8% | +2.4% | -4.7% |
| 3M | +2.3% | -6.9% | +9.2% | +2.9% |
| 6M | +23.9% | -12.2% | +36.1% | +25.4% |
| YTD | +7.9% | -21.1% | +29.0% | +10.3% |
| 1Y | +6.1% | -33.5% | +39.6% | +10.7% |
| 3Y | +13.8% | -43.2% | +57.0% | +20.3% |
| 5Y | -38.2% | -40.9% | +2.7% | -36.2% |
| All | -38.2% | -40.6% | +2.4% | -36.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling