+105.9%
CB vs TTWO
+22.3%
+83.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.3% | +0.5% |
| 7D | 0.0% | +6.4% | -6.3% | -0.3% |
| 30D | +7.4% | +13.3% | -5.9% | +6.6% |
| 3M | +8.6% | -6.6% | +15.2% | +8.9% |
| 6M | +16.1% | +0.4% | +15.7% | +15.9% |
| YTD | +20.2% | -11.4% | +31.6% | +21.0% |
| 1Y | +27.2% | -5.6% | +32.8% | +27.4% |
| 3Y | +72.7% | +53.5% | +19.2% | +64.8% |
| 5Y | +105.9% | +20.8% | +85.1% | +94.7% |
| All | +105.9% | +22.3% | +83.7% | +94.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling