+40.9%
TTWO vs CNH
+8.8%
+32.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.9% | +5.6% | +3.2% |
| 7D | +1.3% | -2.5% | +3.8% | +1.7% |
| 30D | -13.4% | +27.0% | -40.4% | -17.1% |
| 3M | +3.1% | +32.6% | -29.5% | -2.5% |
| 6M | +3.8% | +23.6% | -19.8% | -1.2% |
| YTD | -15.3% | +47.8% | -63.1% | -23.1% |
| 1Y | -11.1% | +21.3% | -32.4% | -15.6% |
| 3Y | +52.0% | +7.0% | +45.0% | +45.8% |
| 5Y | +40.9% | +10.2% | +30.8% | +35.6% |
| All | +40.9% | +8.8% | +32.1% | +35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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