+3,154.0%
CLS vs TTWO
+406.5%
+2,747.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.7% | +7.2% | +6.7% |
| 7D | +10.9% | +0.4% | +10.6% | +10.8% |
| 30D | +2.1% | -11.3% | +13.4% | +5.1% |
| 3M | -10.2% | +1.6% | -11.8% | -11.3% |
| 6M | +30.4% | +2.1% | +28.3% | +28.3% |
| YTD | +17.2% | -15.8% | +33.1% | +21.3% |
| 1Y | +41.0% | -12.6% | +53.6% | +44.6% |
| 3Y | +1,338.0% | +48.2% | +1,289.8% | +1,184.6% |
| 5Y | +3,860.6% | +40.0% | +3,820.6% | +3,388.8% |
| All | +3,154.0% | +406.5% | +2,747.5% | +2,303.1% |
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 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