+1.8%
CTSH vs TTWO
+54.3%
-52.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | -2.1% | +6.0% | -8.2% | -3.4% |
| 30D | +1.4% | +13.2% | -11.8% | -1.3% |
| 3M | +7.5% | -5.8% | +13.3% | +8.2% |
| 6M | +39.6% | +0.4% | +39.2% | +38.0% |
| YTD | -22.3% | -11.0% | -11.3% | -21.9% |
| 1Y | -12.0% | -4.1% | -7.9% | -12.8% |
| 3Y | +1.8% | +51.8% | -50.0% | -8.0% |
| All | +1.8% | +54.3% | -52.5% | -8.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling