+5,877.6%
CAT vs TTWO
+6,113.7%
-236.1%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.9% |
| 7D | +7.4% | +6.0% | +1.4% | +6.4% |
| 30D | -19.7% | +13.2% | -32.9% | -21.2% |
| 3M | -29.6% | -5.8% | -23.8% | -29.3% |
| 6M | -33.2% | +0.4% | -33.6% | -33.7% |
| YTD | +5.7% | -11.0% | +16.7% | +6.2% |
| 1Y | +9.3% | -4.1% | +13.4% | +8.8% |
| 3Y | +158.3% | +51.8% | +106.5% | +139.3% |
| 5Y | +211.6% | +21.3% | +190.3% | +193.1% |
| 10Y | +698.5% | +375.1% | +323.3% | +505.2% |
| All | +5,877.6% | +6,113.7% | -236.1% | +3,454.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling