+167.0%
CVX vs TTWO
+39.3%
+127.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.7% |
| 7D | +2.6% | +0.4% | +2.3% | +2.6% |
| 30D | +9.8% | -11.3% | +21.2% | +11.1% |
| 3M | +16.2% | +1.6% | +14.6% | +15.6% |
| 6M | +13.6% | +2.1% | +11.5% | +12.8% |
| YTD | +44.4% | -15.8% | +60.2% | +46.7% |
| 1Y | +40.6% | -12.6% | +53.2% | +41.8% |
| 3Y | +48.2% | +48.2% | 0.0% | +37.0% |
| All | +167.0% | +39.3% | +127.6% | +124.4% |
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 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