+53.2%
CSX vs TTWO
-10.0%
+63.2%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.9% |
| 7D | -3.4% | -8.8% | +5.4% | -3.6% |
| 30D | -3.1% | -8.6% | +5.5% | -3.2% |
| 3M | +7.2% | -0.9% | +8.1% | +6.8% |
| 6M | +16.2% | -0.5% | +16.7% | +15.6% |
| YTD | +37.5% | -16.1% | +53.7% | +37.9% |
| 1Y | +53.2% | -10.8% | +64.0% | +51.4% |
| All | +53.2% | -10.0% | +63.2% | +51.4% |
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