+33.1%
CVS vs TTWO
+40.3%
-7.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.9% | -0.2% |
| 7D | -2.0% | +1.3% | -3.3% | -2.0% |
| 30D | +1.9% | -13.4% | +15.3% | +2.6% |
| 3M | -2.2% | +3.1% | -5.3% | -2.4% |
| 6M | +26.7% | +3.8% | +23.0% | +26.3% |
| YTD | +22.9% | -15.3% | +38.1% | +24.0% |
| 1Y | +32.9% | -11.1% | +44.0% | +33.6% |
| 3Y | +62.3% | +52.0% | +10.3% | +57.4% |
| All | +33.1% | +40.3% | -7.2% | +25.7% |
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 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