+78.7%
CME vs TTWO
+41.7%
+37.0%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.8% | -3.0% | -0.4% |
| 7D | -2.4% | +1.3% | -3.7% | -2.5% |
| 30D | +6.2% | -13.4% | +19.6% | +7.1% |
| 3M | +4.4% | +3.1% | +1.3% | +4.1% |
| 6M | -9.6% | +3.8% | -13.4% | -10.0% |
| YTD | +3.8% | -15.3% | +19.0% | +4.6% |
| 1Y | +9.5% | -11.1% | +20.6% | +10.0% |
| 3Y | +51.9% | +52.0% | 0.0% | +44.6% |
| 5Y | +78.7% | +40.9% | +37.8% | +64.9% |
| All | +78.7% | +41.7% | +37.0% | +64.9% |
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