+3,419.7%
CLS vs TTWO
+5,525.6%
-2,105.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.7% | +6.3% | +5.8% |
| 7D | +12.8% | -1.6% | +14.3% | +13.2% |
| 30D | +3.8% | -13.5% | +17.3% | +7.2% |
| 3M | -14.6% | +0.3% | -15.0% | -15.2% |
| 6M | +32.2% | +0.8% | +31.4% | +30.9% |
| YTD | +11.6% | -16.7% | +28.3% | +15.5% |
| 1Y | +35.1% | -14.3% | +49.3% | +38.8% |
| 3Y | +1,312.5% | +49.4% | +1,263.1% | +1,168.8% |
| 5Y | +3,542.1% | +33.8% | +3,508.3% | +3,188.7% |
| 10Y | +2,944.0% | +392.8% | +2,551.2% | +1,807.1% |
| All | +3,419.7% | +5,525.6% | -2,105.9% | +855.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling