+2,271.7%
COP vs TTWO
+5,717.4%
-3,445.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.2% | +0.6% |
| 7D | -0.8% | -1.6% | +0.7% | -0.7% |
| 30D | +15.6% | -13.5% | +29.1% | +17.2% |
| 3M | +14.3% | +0.3% | +14.0% | +14.0% |
| 6M | +17.0% | +0.8% | +16.1% | +16.5% |
| YTD | +47.4% | -16.7% | +64.1% | +49.3% |
| 1Y | +52.4% | -14.3% | +66.7% | +53.7% |
| 3Y | +20.8% | +49.4% | -28.6% | +14.8% |
| 5Y | +191.7% | +33.8% | +157.9% | +176.8% |
| 10Y | +325.1% | +392.8% | -67.7% | +249.6% |
| All | +2,271.7% | +5,717.4% | -3,445.6% | +1,541.4% |
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 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