+40.9%
TTWO vs CCI
-49.3%
+90.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.4% | -3.1% | -1.1% |
| 7D | +0.4% | -0.3% | +0.6% | +0.4% |
| 30D | -11.3% | +2.2% | -13.6% | -11.7% |
| 3M | +1.6% | -16.9% | +18.5% | +4.5% |
| 6M | +2.1% | -11.5% | +13.6% | +3.5% |
| YTD | -15.8% | -12.8% | -3.0% | -14.7% |
| 1Y | -12.6% | -17.1% | +4.5% | -10.5% |
| 3Y | +48.2% | -9.6% | +57.9% | +44.8% |
| All | +40.9% | -49.3% | +90.2% | +66.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 CCI 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