+5,401.7%
TTWO vs CNI
+7,300.2%
-1,898.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.1% |
| 7D | +0.4% | -0.4% | +0.7% | +0.5% |
| 30D | -11.3% | -2.7% | -8.6% | -10.3% |
| 3M | +1.6% | +3.9% | -2.3% | -0.5% |
| 6M | +2.1% | +16.4% | -14.3% | -5.7% |
| YTD | -15.8% | +25.8% | -41.6% | -25.3% |
| 1Y | -12.6% | +32.4% | -45.0% | -24.4% |
| 3Y | +48.2% | +19.1% | +29.1% | +31.9% |
| 5Y | +40.0% | +13.6% | +26.4% | +25.8% |
| 10Y | +404.1% | +136.8% | +267.3% | +206.9% |
| All | +5,401.7% | +7,300.2% | -1,898.5% | +766.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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