+97.4%
CB vs TTWO
+33.8%
+63.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.8% | -1.4% |
| 7D | -0.6% | -1.6% | +0.9% | -0.5% |
| 30D | -3.9% | -13.5% | +9.6% | -3.2% |
| 3M | +4.9% | +0.3% | +4.6% | +4.8% |
| 6M | +3.3% | +0.8% | +2.4% | +3.0% |
| YTD | +8.5% | -16.7% | +25.2% | +9.7% |
| 1Y | +22.1% | -14.3% | +36.3% | +23.0% |
| 3Y | +70.1% | +49.4% | +20.7% | +62.5% |
| 5Y | +97.4% | +33.8% | +63.6% | +79.6% |
| All | +97.4% | +33.8% | +63.6% | +79.6% |
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 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