-7.6%
CTSH vs TTWO
-18.4%
+10.8%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +7.1% | -4.1% | +1.5% |
| 7D | -0.9% | +7.0% | -7.8% | -2.3% |
| 30D | +13.1% | +2.7% | +10.4% | +12.3% |
| 3M | +17.9% | -13.0% | +30.9% | +20.3% |
| 6M | +28.5% | -7.2% | +35.7% | +28.6% |
| YTD | -19.3% | -18.4% | -0.9% | -19.8% |
| 1Y | -7.6% | -17.2% | +9.6% | -8.1% |
| All | -7.6% | -18.4% | +10.8% | -8.1% |
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