-42.6%
CCL vs TTWO
+406.5%
-449.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.4% |
| 7D | -3.2% | +0.4% | -3.6% | -3.4% |
| 30D | -17.8% | -11.3% | -6.5% | -14.9% |
| 3M | -18.7% | +1.6% | -20.3% | -19.4% |
| 6M | -11.4% | +2.1% | -13.5% | -12.7% |
| YTD | -24.3% | -15.8% | -8.5% | -21.3% |
| 1Y | -28.8% | -12.6% | -16.2% | -27.0% |
| 3Y | +49.3% | +48.2% | +1.1% | +30.4% |
| 5Y | +1.6% | +40.0% | -38.4% | -12.9% |
| All | -42.6% | +406.5% | -449.2% | -61.9% |
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