+223.5%
CB vs TTWO
+390.3%
-166.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.4% |
| 7D | -0.5% | -2.3% | +1.8% | -0.3% |
| 30D | -3.1% | -16.7% | +13.7% | -1.5% |
| 3M | +4.2% | -0.4% | +4.6% | +4.0% |
| 6M | +4.7% | -1.6% | +6.3% | +4.6% |
| YTD | +8.8% | -17.5% | +26.4% | +10.4% |
| 1Y | +22.6% | -14.8% | +37.4% | +23.8% |
| 3Y | +70.6% | +47.9% | +22.7% | +61.3% |
| 5Y | +99.4% | +34.5% | +65.0% | +87.6% |
| 10Y | +223.5% | +394.0% | -170.6% | +172.4% |
| All | +223.5% | +390.3% | -166.9% | +172.4% |
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 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