+338.5%
COP vs TTWO
+406.5%
-68.0%
-70.7%
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% | +0.3% |
| 7D | +2.3% | +0.4% | +1.9% | +2.2% |
| 30D | +8.6% | -11.3% | +19.9% | +10.3% |
| 3M | +19.9% | +1.6% | +18.3% | +19.2% |
| 6M | +19.0% | +2.1% | +16.9% | +18.1% |
| YTD | +50.0% | -15.8% | +65.8% | +52.5% |
| 1Y | +50.5% | -12.6% | +63.1% | +52.0% |
| 3Y | +25.2% | +48.2% | -23.0% | +15.8% |
| 5Y | +194.3% | +40.0% | +154.3% | +167.7% |
| All | +338.5% | +406.5% | -68.0% | +285.7% |
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