+251.7%
CB vs TTWO
+370.5%
-118.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.0% |
| 7D | +2.9% | +6.0% | -3.1% | +2.4% |
| 30D | +7.3% | +13.2% | -5.9% | +6.0% |
| 3M | +9.4% | -5.8% | +15.2% | +9.8% |
| 6M | +19.6% | +0.4% | +19.3% | +19.2% |
| YTD | +21.5% | -11.0% | +32.5% | +22.3% |
| 1Y | +28.0% | -4.1% | +32.1% | +27.8% |
| 3Y | +74.9% | +51.8% | +23.1% | +64.8% |
| 5Y | +108.1% | +21.3% | +86.8% | +98.4% |
| All | +251.7% | +370.5% | -118.9% | +179.6% |
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