+394.9%
TTWO vs CGNX
+193.6%
+201.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.1% | -4.8% | -1.6% |
| 7D | +0.4% | +3.2% | -2.8% | -0.3% |
| 30D | -11.3% | +6.0% | -17.3% | -12.6% |
| 3M | +1.6% | +3.5% | -1.9% | -0.1% |
| 6M | +2.1% | +26.3% | -24.2% | -4.7% |
| YTD | -15.8% | +79.2% | -95.1% | -29.9% |
| 1Y | -12.6% | +43.8% | -56.4% | -23.5% |
| 3Y | +48.2% | +52.0% | -3.7% | +21.9% |
| 5Y | +40.0% | -24.0% | +64.0% | +37.8% |
| All | +394.9% | +193.6% | +201.3% | +222.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 10y: compounded portfolio wealth divided by compounded CGNX 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…
10y analysis · Full analysis span regression · 6 months rolling