+1,284.2%
CLS vs TTWO
+47.8%
+1,236.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.5% |
| 7D | +20.1% | -2.3% | +22.4% | +21.2% |
| 30D | +6.0% | -16.7% | +22.8% | +13.9% |
| 3M | -10.3% | -0.4% | -9.9% | -11.8% |
| 6M | +24.5% | -1.6% | +26.1% | +22.3% |
| YTD | +12.9% | -17.5% | +30.4% | +21.4% |
| 1Y | +36.7% | -14.8% | +51.5% | +44.5% |
| All | +1,284.2% | +47.8% | +1,236.5% | +918.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling