-38.5%
CRCL vs TTWO
-15.9%
-22.6%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +2.1% | -10.9% | -10.0% |
| 7D | -13.1% | +10.3% | -23.5% | -18.3% |
| 30D | -17.4% | +5.3% | -22.8% | -20.1% |
| 3M | +9.8% | -9.2% | +19.0% | +14.4% |
| 6M | -39.2% | -4.4% | -34.8% | -40.0% |
| YTD | -12.4% | -16.7% | +4.3% | -20.4% |
| 1Y | -38.5% | -16.3% | -22.3% | -44.3% |
| All | -38.5% | -15.9% | -22.6% | -44.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling