-70.2%
CPNG vs TTWO
+28.4%
-98.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.8% | -3.4% | -1.8% |
| 7D | -5.4% | +1.3% | -6.7% | -6.0% |
| 30D | -11.1% | -13.4% | +2.3% | -5.5% |
| 3M | -3.0% | +3.1% | -6.1% | -5.3% |
| 6M | -23.5% | +3.8% | -27.3% | -25.9% |
| YTD | -37.8% | -15.3% | -22.6% | -34.2% |
| 1Y | -54.3% | -11.1% | -43.2% | -52.9% |
| 3Y | -20.8% | +52.0% | -72.8% | -39.7% |
| 5Y | -51.1% | +40.9% | -92.0% | -63.6% |
| All | -70.2% | +28.4% | -98.6% | -78.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling