+607.3%
CEG vs TTWO
+39.5%
+567.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.8% | -5.5% | -3.4% |
| 7D | +0.3% | +1.3% | -1.0% | 0.0% |
| 30D | +2.9% | -13.4% | +16.3% | +6.7% |
| 3M | +18.2% | +3.1% | +15.1% | +16.5% |
| 6M | -9.5% | +3.8% | -13.3% | -11.6% |
| YTD | -18.7% | -15.3% | -3.4% | -15.9% |
| 1Y | -10.1% | -11.1% | +1.0% | -8.6% |
| 3Y | +168.3% | +52.0% | +116.4% | +136.0% |
| All | +607.3% | +39.5% | +567.8% | +481.7% |
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