+3,616.8%
CLS vs TTWO
+41.7%
+3,575.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.8% | -5.3% | -3.5% |
| 7D | +5.0% | +1.3% | +3.6% | +4.4% |
| 30D | +4.8% | -13.4% | +18.2% | +10.0% |
| 3M | -10.4% | +3.1% | -13.5% | -12.6% |
| 6M | +20.8% | +3.8% | +17.0% | +17.0% |
| YTD | +10.0% | -15.3% | +25.3% | +15.3% |
| 1Y | +28.5% | -11.1% | +39.6% | +32.2% |
| 3Y | +1,292.2% | +52.0% | +1,240.2% | +1,056.0% |
| 5Y | +3,616.8% | +40.9% | +3,575.9% | +2,767.3% |
| All | +3,616.8% | +41.7% | +3,575.1% | +2,767.3% |
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