+3,184.8%
CSX vs TTWO
+5,755.5%
-2,570.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.8% |
| 7D | -3.4% | -8.8% | +5.4% | -2.1% |
| 30D | -3.1% | -8.6% | +5.5% | -1.9% |
| 3M | +7.2% | -0.9% | +8.1% | +7.0% |
| 6M | +16.2% | -0.5% | +16.7% | +15.6% |
| YTD | +37.5% | -16.1% | +53.7% | +40.0% |
| 1Y | +53.2% | -10.8% | +64.0% | +54.4% |
| 3Y | +68.2% | +51.4% | +16.9% | +55.2% |
| 5Y | +65.2% | +33.7% | +31.5% | +52.8% |
| 10Y | +504.1% | +380.3% | +123.8% | +352.6% |
| All | +3,184.8% | +5,755.5% | -2,570.7% | +1,601.6% |
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 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