+17.0%
TROW vs CRL
+85.3%
-68.3%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -7.3% | +13.2% | +6.9% |
| 7D | +8.2% | -12.8% | +21.0% | +10.3% |
| 30D | +8.3% | +5.0% | +3.3% | +6.9% |
| 3M | -1.6% | +39.4% | -40.9% | -7.9% |
| 6M | +11.9% | +89.4% | -77.5% | -1.9% |
| YTD | +14.3% | +63.6% | -49.2% | +5.3% |
| 1Y | +17.0% | +83.5% | -66.5% | +5.0% |
| All | +17.0% | +85.3% | -68.3% | +5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling