+1,856.6%
CVX vs TTWO
+5,658.7%
-3,802.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.0% |
| 7D | +1.0% | -2.3% | +3.3% | +1.2% |
| 30D | +10.7% | -16.7% | +27.4% | +12.4% |
| 3M | +15.5% | -0.4% | +15.9% | +15.3% |
| 6M | +14.9% | -1.6% | +16.5% | +14.7% |
| YTD | +44.2% | -17.5% | +61.7% | +46.0% |
| 1Y | +43.5% | -14.8% | +58.3% | +44.8% |
| 3Y | +45.0% | +47.9% | -2.9% | +38.2% |
| 5Y | +172.2% | +34.5% | +137.7% | +158.8% |
| 10Y | +221.9% | +394.0% | -172.1% | +168.0% |
| All | +1,856.6% | +5,658.7% | -3,802.1% | +1,350.6% |
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