+1,019.6%
TROW vs CRL
+1,379.5%
-359.8%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.4% |
| 7D | -1.3% | -1.0% | -0.3% | -1.0% |
| 30D | -4.5% | +10.7% | -15.2% | -8.1% |
| 3M | +3.9% | +55.3% | -51.4% | -12.3% |
| 6M | +22.6% | +60.7% | -38.1% | +0.7% |
| YTD | +10.1% | +44.6% | -34.5% | -6.3% |
| 1Y | +3.6% | +77.7% | -74.2% | -19.2% |
| 3Y | +12.4% | +37.6% | -25.2% | -9.5% |
| 5Y | -37.5% | -35.8% | -1.7% | -34.8% |
| 10Y | +130.0% | +241.7% | -111.8% | +23.9% |
| All | +1,019.6% | +1,379.5% | -359.8% | +308.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling