-29.6%
CLS vs TTWO
-18.4%
-11.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +7.1% | -16.2% | -9.3% |
| 7D | -21.1% | +7.0% | -28.1% | -21.3% |
| 30D | -38.2% | +2.7% | -40.9% | -38.2% |
| 3M | -36.3% | -13.0% | -23.3% | -34.5% |
| 6M | -43.8% | -7.2% | -36.6% | -43.8% |
| YTD | -20.0% | -18.4% | -1.6% | -10.2% |
| 1Y | -29.6% | -17.2% | -12.4% | -21.8% |
| All | -29.6% | -18.4% | -11.2% | -21.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling