+322.0%
CMG vs TTWO
+406.5%
-84.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.4% |
| 7D | -2.1% | +0.4% | -2.4% | -2.1% |
| 30D | +10.9% | -11.3% | +22.2% | +14.1% |
| 3M | +15.8% | +1.6% | +14.2% | +14.8% |
| 6M | +6.9% | +2.1% | +4.9% | +5.5% |
| YTD | -2.2% | -15.8% | +13.7% | +1.0% |
| 1Y | -7.1% | -12.6% | +5.5% | -5.2% |
| 3Y | -7.1% | +48.2% | -55.3% | -18.3% |
| 5Y | -4.8% | +40.0% | -44.8% | -17.2% |
| All | +322.0% | +406.5% | -84.5% | +231.5% |
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