-17.2%
TTWO vs CPAY
+59.0%
-76.3%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +3.0% | +4.2% | +6.6% |
| 7D | +7.0% | +5.7% | +1.2% | +5.9% |
| 30D | +2.7% | +4.2% | -1.5% | +1.9% |
| 3M | -13.0% | +5.6% | -18.6% | -13.9% |
| 6M | -7.2% | +34.7% | -41.9% | -11.5% |
| YTD | -18.4% | +39.1% | -57.5% | -20.3% |
| 1Y | -17.2% | +60.3% | -77.5% | -21.8% |
| All | -17.2% | +59.0% | -76.3% | -21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 1y: compounded portfolio wealth divided by compounded CPAY 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…
1y analysis · Full analysis span regression · 6 months rolling