+1,197.2%
CVS vs TTWO
+5,658.7%
-4,461.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.6% |
| 7D | -1.9% | -2.3% | +0.4% | -1.7% |
| 30D | -0.3% | -16.7% | +16.4% | +1.2% |
| 3M | -1.1% | -0.4% | -0.7% | -1.2% |
| 6M | +23.7% | -1.6% | +25.3% | +23.6% |
| YTD | +23.0% | -17.5% | +40.5% | +24.5% |
| 1Y | +37.2% | -14.8% | +52.0% | +38.3% |
| 3Y | +62.4% | +47.9% | +14.6% | +55.5% |
| 5Y | +31.8% | +34.5% | -2.6% | +25.8% |
| 10Y | +41.9% | +394.0% | -352.1% | +19.6% |
| All | +1,197.2% | +5,658.7% | -4,461.6% | +749.4% |
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