+201.6%
CAT vs TTWO
+47.8%
+153.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.7% |
| 7D | +2.9% | -2.3% | +5.3% | +3.3% |
| 30D | -2.6% | -16.7% | +14.1% | +0.1% |
| 3M | -10.7% | -0.4% | -10.2% | -11.1% |
| 6M | +16.1% | -1.6% | +17.8% | +15.2% |
| YTD | +43.2% | -17.5% | +60.8% | +47.5% |
| 1Y | +96.8% | -14.8% | +111.6% | +100.6% |
| All | +201.6% | +47.8% | +153.8% | +159.4% |
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