+5,346.0%
TTWO vs CNP
+869.8%
+4,476.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.8% |
| 7D | -1.6% | +1.6% | -3.2% | -1.8% |
| 30D | -13.5% | -0.8% | -12.7% | -13.4% |
| 3M | +0.3% | -3.6% | +3.9% | +0.8% |
| 6M | +0.8% | -6.9% | +7.8% | +1.8% |
| YTD | -16.7% | +6.4% | -23.1% | -17.7% |
| 1Y | -14.3% | +9.9% | -24.2% | -15.8% |
| 3Y | +49.4% | +53.1% | -3.7% | +38.7% |
| 5Y | +33.8% | +72.0% | -38.2% | +21.6% |
| 10Y | +392.8% | +131.5% | +261.3% | +315.0% |
| All | +5,346.0% | +869.8% | +4,476.2% | +3,769.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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