-1.4%
CARR vs TTWO
+3.0%
-4.4%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.3% |
| 7D | -3.8% | +0.4% | -4.1% | -3.7% |
| 30D | -8.9% | -11.3% | +2.4% | -10.4% |
| 3M | -17.3% | +1.6% | -18.9% | -16.5% |
| 6M | -1.4% | +2.1% | -3.5% | +3.3% |
| All | -1.4% | +3.0% | -4.4% | +3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TTWO.
Daily Out/Under-Performance
Portfolio return minus TTWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTWO 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 6mo: compounded portfolio wealth divided by compounded TTWO 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…
6mo analysis · Full analysis span regression · 6 months rolling