+444.5%
CORZ vs TTWO
+28.4%
+416.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.7% | +5.3% | +5.0% |
| 7D | +16.6% | -1.6% | +18.1% | +17.4% |
| 30D | -10.9% | -13.5% | +2.6% | -4.4% |
| 3M | -31.0% | +0.3% | -31.4% | -32.9% |
| 6M | +26.0% | +0.8% | +25.2% | +20.8% |
| YTD | +28.6% | -16.7% | +45.3% | +38.5% |
| 1Y | +34.5% | -14.3% | +48.7% | +41.2% |
| All | +444.5% | +28.4% | +416.1% | +286.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling