+4,680.8%
TTWO vs CCI
+896.9%
+3,784.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.8% |
| 7D | -2.3% | -0.3% | -2.0% | -2.3% |
| 30D | -16.7% | +2.1% | -18.9% | -17.2% |
| 3M | -0.4% | -17.8% | +17.4% | +3.5% |
| 6M | -1.6% | -14.2% | +12.6% | +1.0% |
| YTD | -17.5% | -13.3% | -4.2% | -15.8% |
| 1Y | -14.8% | -16.6% | +1.8% | -12.4% |
| 3Y | +47.9% | -10.8% | +58.7% | +47.5% |
| 5Y | +34.5% | -50.3% | +84.8% | +51.6% |
| 10Y | +394.0% | +22.5% | +371.5% | +351.3% |
| All | +4,680.8% | +896.9% | +3,784.0% | +2,150.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling