+115.2%
TTWO vs CLBK
+64.7%
+50.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.8% |
| 7D | -2.3% | -1.5% | -0.9% | -2.1% |
| 30D | -16.7% | +6.7% | -23.4% | -17.5% |
| 3M | -0.4% | +21.2% | -21.6% | -3.1% |
| 6M | -1.6% | +42.0% | -43.6% | -6.4% |
| YTD | -17.5% | +63.3% | -80.8% | -23.2% |
| 1Y | -14.8% | +65.4% | -80.2% | -21.0% |
| 3Y | +47.9% | +52.5% | -4.6% | +36.7% |
| 5Y | +34.5% | +42.0% | -7.5% | +22.3% |
| All | +115.2% | +64.7% | +50.4% | +99.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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