+65.5%
CSX vs TTWO
+33.8%
+31.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.2% | -0.7% |
| 7D | +0.6% | -1.6% | +2.2% | +0.8% |
| 30D | -2.3% | -13.5% | +11.2% | -0.4% |
| 3M | +4.3% | +0.3% | +3.9% | +3.8% |
| 6M | +23.4% | +0.8% | +22.5% | +22.3% |
| YTD | +36.4% | -16.7% | +53.1% | +39.2% |
| 1Y | +53.0% | -14.3% | +67.3% | +55.2% |
| 3Y | +70.6% | +49.4% | +21.2% | +53.6% |
| 5Y | +65.5% | +33.8% | +31.7% | +39.6% |
| All | +65.5% | +33.8% | +31.6% | +39.6% |
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