+41.9%
TTWO vs CCJ
+284.7%
-242.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.0% | +5.7% | +3.2% |
| 7D | +1.3% | -3.2% | +4.5% | +1.8% |
| 30D | -13.4% | -1.3% | -12.1% | -13.4% |
| 3M | +3.1% | +2.5% | +0.6% | +2.3% |
| 6M | +3.8% | -18.9% | +22.6% | +6.2% |
| YTD | -15.3% | +6.5% | -21.7% | -17.6% |
| 1Y | -11.1% | +22.8% | -33.9% | -16.8% |
| 3Y | +52.0% | +164.5% | -112.5% | +17.6% |
| All | +41.9% | +284.7% | -242.8% | -1.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling