+425.9%
CORZ vs TTWO
+27.1%
+398.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.0% | -2.4% | -2.9% |
| 7D | +7.6% | -2.3% | +9.9% | +8.9% |
| 30D | -6.9% | -16.7% | +9.8% | +2.1% |
| 3M | -33.0% | -0.4% | -32.6% | -34.6% |
| 6M | +19.3% | -1.6% | +21.0% | +16.1% |
| YTD | +24.2% | -17.5% | +41.8% | +34.5% |
| 1Y | +24.5% | -14.8% | +39.3% | +31.1% |
| All | +425.9% | +27.1% | +398.8% | +275.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling