-14.4%
CTSH vs TTWO
+39.3%
-53.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.7% | +3.6% | +3.0% |
| 7D | -3.7% | +0.4% | -4.1% | -3.8% |
| 30D | +3.7% | -11.3% | +15.0% | +6.5% |
| 3M | +17.9% | +1.6% | +16.3% | +16.6% |
| 6M | -2.6% | +2.1% | -4.7% | -4.1% |
| YTD | -26.4% | -15.8% | -10.6% | -24.2% |
| 1Y | -13.0% | -12.6% | -0.4% | -11.5% |
| 3Y | -11.2% | +48.2% | -59.4% | -21.9% |
| All | -14.4% | +39.3% | -53.8% | -27.9% |
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