+4,005.7%
CMG vs TTWO
+1,147.0%
+2,858.7%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.5% | -0.3% |
| 7D | -3.8% | +1.3% | -5.2% | -4.1% |
| 30D | +12.9% | -13.4% | +26.3% | +16.4% |
| 3M | +18.8% | +3.1% | +15.7% | +17.5% |
| 6M | +4.1% | +3.8% | +0.3% | +2.5% |
| YTD | -2.4% | -15.3% | +12.9% | +0.4% |
| 1Y | -6.7% | -11.1% | +4.4% | -5.3% |
| 3Y | -7.1% | +52.0% | -59.1% | -17.5% |
| 5Y | -5.0% | +40.9% | -45.9% | -15.8% |
| 10Y | +323.5% | +407.6% | -84.1% | +172.6% |
| All | +4,005.7% | +1,147.0% | +2,858.7% | +1,688.5% |
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