+604.3%
CEG vs TTWO
+38.6%
+565.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | -4.8% | +0.4% | -5.1% | -4.9% |
| 30D | +2.3% | -11.3% | +13.7% | +5.5% |
| 3M | +15.6% | +1.6% | +14.0% | +14.4% |
| 6M | -5.0% | +2.1% | -7.1% | -6.7% |
| YTD | -19.0% | -15.8% | -3.2% | -16.1% |
| 1Y | -10.0% | -12.6% | +2.6% | -7.9% |
| 3Y | +163.9% | +48.2% | +115.7% | +133.8% |
| All | +604.3% | +38.6% | +565.7% | +480.2% |
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