+50.5%
COP vs TTWO
-12.4%
+63.0%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.2% |
| 7D | +2.3% | +0.4% | +1.9% | +2.3% |
| 30D | +8.6% | -11.3% | +19.9% | +7.7% |
| 3M | +19.9% | +1.6% | +18.3% | +20.1% |
| 6M | +19.0% | +2.1% | +16.9% | +20.1% |
| YTD | +50.0% | -15.8% | +65.8% | +47.6% |
| 1Y | +50.5% | -12.6% | +63.1% | +48.3% |
| All | +50.5% | -12.4% | +63.0% | +48.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling