-39.0%
TROW vs CRL
-37.1%
-1.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.1% | -1.8% |
| 7D | -3.2% | -3.5% | +0.4% | -2.1% |
| 30D | -4.6% | -2.1% | -2.5% | -4.0% |
| 3M | -0.7% | +48.0% | -48.6% | -13.3% |
| 6M | +22.2% | +64.7% | -42.5% | +1.5% |
| YTD | +6.6% | +39.5% | -32.9% | -6.5% |
| 1Y | +5.8% | +74.2% | -68.4% | -15.0% |
| 3Y | +11.6% | +39.4% | -27.8% | -8.8% |
| All | -39.0% | -37.1% | -1.8% | -38.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling