+34,813.6%
CTSH vs TTWO
+4,963.0%
+29,850.6%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | -2.1% | +6.0% | -8.2% | -3.5% |
| 30D | +1.4% | +13.2% | -11.8% | -1.4% |
| 3M | +7.5% | -5.8% | +13.3% | +8.6% |
| 6M | +39.6% | +0.4% | +39.2% | +38.4% |
| YTD | -22.3% | -11.0% | -11.3% | -21.1% |
| 1Y | -12.0% | -4.1% | -7.9% | -12.0% |
| 3Y | +1.8% | +51.8% | -50.0% | -9.3% |
| 5Y | -15.8% | +21.3% | -37.1% | -22.9% |
| 10Y | +34.8% | +375.1% | -340.3% | -12.5% |
| All | +34,813.6% | +4,963.0% | +29,850.6% | +10,945.7% |
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