+5,760.6%
CRM vs TTWO
+975.6%
+4,785.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.2% |
| 7D | -4.4% | +0.4% | -4.8% | -4.6% |
| 30D | +28.1% | -11.3% | +39.5% | +33.0% |
| 3M | +48.8% | +1.6% | +47.2% | +47.2% |
| 6M | +28.3% | +2.1% | +26.2% | +26.8% |
| YTD | -6.0% | -15.8% | +9.8% | -1.1% |
| 1Y | +1.4% | -12.6% | +14.0% | +5.0% |
| 3Y | +11.8% | +48.2% | -36.4% | -4.3% |
| 5Y | -2.0% | +40.0% | -42.0% | -16.3% |
| 10Y | +239.6% | +404.1% | -164.5% | +89.4% |
| All | +5,760.6% | +975.6% | +4,785.0% | +1,683.7% |
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