+1,085.9%
TTWO vs CNH
+55.3%
+1,030.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.8% |
| 7D | +0.4% | -5.7% | +6.1% | +1.3% |
| 30D | -11.3% | +26.6% | -37.9% | -15.2% |
| 3M | +1.6% | +31.1% | -29.5% | -3.8% |
| 6M | +2.1% | +24.9% | -22.8% | -3.2% |
| YTD | -15.8% | +48.7% | -64.6% | -23.2% |
| 1Y | -12.6% | +22.2% | -34.8% | -17.2% |
| 3Y | +48.2% | +7.4% | +40.8% | +41.3% |
| 5Y | +40.0% | +10.8% | +29.1% | +30.6% |
| 10Y | +404.1% | +154.7% | +249.5% | +291.8% |
| All | +1,085.9% | +55.3% | +1,030.6% | +838.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling