+394.9%
TTWO vs CNQ
+426.2%
-31.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | +0.4% | +0.1% | +0.2% | +0.3% |
| 30D | -11.3% | +6.2% | -17.5% | -12.0% |
| 3M | +1.6% | +12.4% | -10.8% | +0.1% |
| 6M | +2.1% | +9.0% | -6.9% | +0.7% |
| YTD | -15.8% | +52.2% | -68.1% | -20.3% |
| 1Y | -12.6% | +65.0% | -77.6% | -18.1% |
| 3Y | +48.2% | +78.8% | -30.6% | +36.2% |
| 5Y | +40.0% | +286.0% | -246.0% | +18.3% |
| All | +394.9% | +426.2% | -31.3% | +291.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNQ.
Daily Out/Under-Performance
Portfolio return minus CNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNQ 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 10y: compounded portfolio wealth divided by compounded CNQ 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…
10y analysis · Full analysis span regression · 6 months rolling