+48.2%
TTWO vs CCJ
+162.5%
-114.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.6% |
| 7D | +0.4% | -4.0% | +4.4% | +0.9% |
| 30D | -11.3% | -2.4% | -9.0% | -11.2% |
| 3M | +1.6% | -2.3% | +3.9% | +1.6% |
| 6M | +2.1% | -16.2% | +18.3% | +3.6% |
| YTD | -15.8% | +5.7% | -21.5% | -17.5% |
| 1Y | -12.6% | +21.3% | -33.9% | -17.1% |
| 3Y | +48.2% | +159.4% | -111.2% | +18.0% |
| All | +48.2% | +162.5% | -114.3% | +18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 CCJ 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