-41.3%
CORZ vs TTWO
-18.4%
-22.9%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +7.1% | -17.5% | -11.7% |
| 7D | -14.9% | +7.0% | -21.9% | -16.1% |
| 30D | -23.1% | +2.7% | -25.8% | -23.6% |
| 3M | -44.1% | -13.0% | -31.0% | -41.9% |
| 6M | -39.5% | -7.2% | -32.3% | -39.6% |
| YTD | -12.4% | -18.4% | +6.0% | -12.8% |
| 1Y | -41.3% | -17.2% | -24.1% | -42.5% |
| All | -41.3% | -18.4% | -22.9% | -42.5% |
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 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