+51.2%
CME vs TTWO
+51.8%
-0.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.8% | -3.0% | -0.2% |
| 7D | -2.4% | +1.3% | -3.7% | -2.4% |
| 30D | +6.2% | -13.4% | +19.6% | +6.1% |
| 3M | +4.4% | +3.1% | +1.3% | +4.5% |
| 6M | -9.6% | +3.8% | -13.4% | -9.5% |
| YTD | +3.8% | -15.3% | +19.0% | +3.4% |
| 1Y | +9.5% | -11.1% | +20.6% | +9.3% |
| All | +51.2% | +51.8% | -0.6% | +56.1% |
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 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