+1,695.6%
TTWO vs CPAY
+1,532.9%
+162.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +0.4% | -2.0% | +2.3% | +0.9% |
| 30D | -11.3% | -0.4% | -11.0% | -11.3% |
| 3M | +1.6% | +16.4% | -14.8% | -3.1% |
| 6M | +2.1% | +23.5% | -21.4% | -4.8% |
| YTD | -15.8% | +35.7% | -51.5% | -24.2% |
| 1Y | -12.6% | +30.2% | -42.8% | -20.6% |
| 3Y | +48.2% | +49.7% | -1.5% | +25.4% |
| 5Y | +40.0% | +56.6% | -16.6% | +14.6% |
| 10Y | +404.1% | +153.8% | +250.4% | +225.7% |
| All | +1,695.6% | +1,532.9% | +162.7% | +537.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling