+158.3%
CAT vs TTWO
+54.3%
+104.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.9% |
| 7D | +7.4% | +6.0% | +1.4% | +6.8% |
| 30D | -19.7% | +13.2% | -32.9% | -20.8% |
| 3M | -29.6% | -5.8% | -23.8% | -28.9% |
| 6M | -33.2% | +0.4% | -33.6% | -33.5% |
| YTD | +5.7% | -11.0% | +16.7% | +7.7% |
| 1Y | +9.3% | -4.1% | +13.4% | +9.3% |
| 3Y | +158.3% | +51.8% | +106.5% | +126.4% |
| All | +158.3% | +54.3% | +104.0% | +126.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling