+193.6%
COP vs TTWO
+41.7%
+151.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.8% | -2.4% | 0.0% |
| 7D | +1.0% | +1.3% | -0.3% | +0.8% |
| 30D | +9.6% | -13.4% | +22.9% | +11.4% |
| 3M | +15.0% | +3.1% | +11.9% | +14.1% |
| 6M | +21.8% | +3.8% | +18.0% | +20.5% |
| YTD | +49.6% | -15.3% | +64.9% | +52.3% |
| 1Y | +49.9% | -11.1% | +61.0% | +51.0% |
| 3Y | +22.6% | +52.0% | -29.4% | +11.7% |
| 5Y | +193.6% | +40.9% | +152.7% | +158.4% |
| All | +193.6% | +41.7% | +151.9% | +158.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling