+5,401.7%
TTWO vs CAH
+2,029.4%
+3,372.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.5% |
| 7D | +0.4% | -5.1% | +5.5% | +1.7% |
| 30D | -11.3% | +0.2% | -11.5% | -11.5% |
| 3M | +1.6% | +6.3% | -4.7% | -0.2% |
| 6M | +2.1% | +9.4% | -7.3% | -0.7% |
| YTD | -15.8% | +15.0% | -30.8% | -19.4% |
| 1Y | -12.6% | +55.4% | -68.0% | -23.1% |
| 3Y | +48.2% | +173.8% | -125.6% | +10.8% |
| 5Y | +40.0% | +395.2% | -355.2% | -11.8% |
| 10Y | +404.1% | +293.2% | +110.9% | +213.7% |
| All | +5,401.7% | +2,029.4% | +3,372.3% | +2,022.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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