-17.2%
TTWO vs CNC
+122.0%
-139.2%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +12.6% | -5.5% | +5.5% |
| 7D | +7.0% | +13.4% | -6.4% | +5.3% |
| 30D | +2.7% | +18.2% | -15.5% | +0.7% |
| 3M | -13.0% | +18.6% | -31.7% | -14.7% |
| 6M | -7.2% | +41.9% | -49.1% | -10.8% |
| YTD | -18.4% | +84.7% | -103.1% | -24.0% |
| 1Y | -17.2% | +110.5% | -127.7% | -22.7% |
| All | -17.2% | +122.0% | -139.2% | -22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 1y: compounded portfolio wealth divided by compounded CNC 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…
1y analysis · Full analysis span regression · 6 months rolling