-50.5%
CPNG vs TTWO
+39.3%
-89.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.7% | +3.8% | +3.4% |
| 7D | -1.1% | +0.4% | -1.5% | -1.3% |
| 30D | -7.4% | -11.3% | +4.0% | -2.3% |
| 3M | -12.3% | +1.6% | -13.9% | -14.0% |
| 6M | -19.4% | +2.1% | -21.5% | -21.5% |
| YTD | -35.9% | -15.8% | -20.1% | -31.8% |
| 1Y | -53.4% | -12.6% | -40.8% | -51.6% |
| 3Y | -20.0% | +48.2% | -68.2% | -39.6% |
| All | -50.5% | +39.3% | -89.8% | -67.2% |
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