+1,123.7%
CAT vs TTWO
+410.0%
+713.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.8% | -4.1% | -1.8% |
| 7D | +0.6% | +1.3% | -0.7% | +0.3% |
| 30D | -4.5% | -13.4% | +8.8% | -2.1% |
| 3M | -5.8% | +3.1% | -8.9% | -6.7% |
| 6M | +12.7% | +3.8% | +9.0% | +11.0% |
| YTD | +41.4% | -15.3% | +56.6% | +44.5% |
| 1Y | +92.1% | -11.1% | +103.2% | +94.1% |
| 3Y | +197.5% | +52.0% | +145.5% | +167.3% |
| 5Y | +327.9% | +40.9% | +287.0% | +279.6% |
| All | +1,123.7% | +410.0% | +713.7% | +769.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling