+274.2%
CME vs TTWO
+406.5%
-132.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.6% |
| 7D | -1.6% | +0.4% | -1.9% | -1.6% |
| 30D | +5.6% | -11.3% | +16.9% | +7.0% |
| 3M | +5.6% | +1.6% | +4.0% | +5.2% |
| 6M | -8.3% | +2.1% | -10.3% | -8.8% |
| YTD | +4.3% | -15.8% | +20.2% | +5.9% |
| 1Y | +9.1% | -12.6% | +21.7% | +10.1% |
| 3Y | +52.1% | +48.2% | +3.8% | +41.8% |
| 5Y | +79.7% | +40.0% | +39.7% | +66.0% |
| All | +274.2% | +406.5% | -132.3% | +188.5% |
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