+40.0%
CVS vs TTWO
+406.5%
-366.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.6% |
| 7D | -2.2% | +0.4% | -2.5% | -2.2% |
| 30D | -0.1% | -11.3% | +11.3% | +1.1% |
| 3M | -5.2% | +1.6% | -6.8% | -5.5% |
| 6M | +26.9% | +2.1% | +24.8% | +26.2% |
| YTD | +22.1% | -15.8% | +37.9% | +23.8% |
| 1Y | +30.8% | -12.6% | +43.4% | +32.0% |
| 3Y | +54.4% | +48.2% | +6.2% | +45.4% |
| 5Y | +33.4% | +40.0% | -6.6% | +24.4% |
| All | +40.0% | +406.5% | -366.5% | +24.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling