+15.4%
CORZ vs TTWO
-12.4%
+27.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.7% | +4.0% | +3.5% |
| 7D | +0.3% | +0.4% | -0.1% | +0.1% |
| 30D | -14.0% | -11.3% | -2.7% | -10.9% |
| 3M | -34.1% | +1.6% | -35.7% | -36.3% |
| 6M | +8.5% | +2.1% | +6.4% | +3.4% |
| YTD | +23.2% | -15.8% | +39.1% | +23.2% |
| 1Y | +15.4% | -12.6% | +28.0% | +17.3% |
| All | +15.4% | -12.4% | +27.8% | +17.3% |
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