+121.4%
CCL vs TTWO
+5,717.4%
-5,596.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.7% | -1.2% |
| 7D | -0.1% | -1.6% | +1.4% | +0.1% |
| 30D | -20.0% | -13.5% | -6.5% | -18.1% |
| 3M | -13.7% | +0.3% | -14.0% | -13.8% |
| 6M | -9.0% | +0.8% | -9.9% | -9.5% |
| YTD | -22.8% | -16.7% | -6.1% | -20.8% |
| 1Y | -25.3% | -14.3% | -11.0% | -23.9% |
| 3Y | +54.1% | +49.4% | +4.7% | +42.9% |
| 5Y | +3.5% | +33.8% | -30.3% | -2.8% |
| 10Y | -41.0% | +392.8% | -433.9% | -55.9% |
| All | +121.4% | +5,717.4% | -5,596.0% | +7.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling