+6,706.3%
CME vs TTWO
+1,016.8%
+5,689.6%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -1.0% |
| 7D | -2.9% | -1.6% | -1.3% | -2.6% |
| 30D | +5.5% | -13.5% | +19.0% | +8.2% |
| 3M | +11.0% | +0.3% | +10.6% | +10.5% |
| 6M | -9.7% | +0.8% | -10.5% | -10.3% |
| YTD | +4.9% | -16.7% | +21.6% | +7.5% |
| 1Y | +10.1% | -14.3% | +24.3% | +12.0% |
| 3Y | +53.5% | +49.4% | +4.1% | +38.4% |
| 5Y | +77.2% | +33.8% | +43.4% | +59.2% |
| 10Y | +282.1% | +392.8% | -110.7% | +148.5% |
| All | +6,706.3% | +1,016.8% | +5,689.6% | +2,916.5% |
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 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