+124.8%
TROW vs CRL
+256.1%
-131.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.1% | -1.9% |
| 7D | -3.2% | -3.5% | +0.4% | -1.9% |
| 30D | -4.6% | -2.1% | -2.5% | -3.9% |
| 3M | -0.7% | +48.0% | -48.6% | -15.1% |
| 6M | +22.2% | +64.7% | -42.5% | -1.4% |
| YTD | +6.6% | +39.5% | -32.9% | -8.6% |
| 1Y | +5.8% | +74.2% | -68.4% | -17.8% |
| 3Y | +11.6% | +39.4% | -27.8% | -11.7% |
| 5Y | -38.9% | -36.9% | -2.0% | -33.6% |
| All | +124.8% | +256.1% | -131.2% | +12.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling