+48.2%
TTWO vs CAG
-39.7%
+87.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.7% |
| 7D | +0.4% | -5.7% | +6.0% | 0.0% |
| 30D | -11.3% | -2.4% | -8.9% | -11.4% |
| 3M | +1.6% | +9.8% | -8.2% | +2.4% |
| 6M | +2.1% | -10.8% | +12.9% | +1.6% |
| YTD | -15.8% | -10.8% | -5.0% | -16.5% |
| 1Y | -12.6% | -19.0% | +6.4% | -13.1% |
| 3Y | +48.2% | -39.7% | +87.9% | +45.8% |
| All | +48.2% | -39.7% | +87.9% | +45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 3y: compounded portfolio wealth divided by compounded CAG 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…
3y analysis · Full analysis span regression · 6 months rolling