+7,987.1%
CAT vs TTWO
+5,755.5%
+2,231.5%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.5% | +1.7% |
| 7D | +1.7% | -8.8% | +10.5% | +3.0% |
| 30D | -6.6% | -8.6% | +2.0% | -5.5% |
| 3M | -13.3% | -0.9% | -12.4% | -13.4% |
| 6M | +11.6% | -0.5% | +12.1% | +11.1% |
| YTD | +42.9% | -16.1% | +59.1% | +45.5% |
| 1Y | +95.4% | -10.8% | +106.2% | +96.9% |
| 3Y | +196.6% | +51.4% | +145.2% | +175.7% |
| 5Y | +321.7% | +33.7% | +287.9% | +292.5% |
| 10Y | +1,140.8% | +380.3% | +760.5% | +841.6% |
| All | +7,987.1% | +5,755.5% | +2,231.5% | +4,767.1% |
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