+322.1%
CORZ vs TTWO
+37.1%
+285.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.8% |
| 7D | +23.5% | +6.0% | +17.4% | +20.3% |
| 30D | +7.5% | +13.2% | -5.7% | +1.2% |
| 3M | -26.6% | -5.8% | -20.8% | -24.7% |
| 6M | -39.5% | +0.4% | -39.9% | -41.3% |
| YTD | -0.3% | -11.0% | +10.7% | +3.4% |
| 1Y | -4.2% | -4.1% | -0.1% | -5.4% |
| All | +322.1% | +37.1% | +285.0% | +188.3% |
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