+49.2%
TTWO vs CPB
-43.2%
+92.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.3% | +7.1% | +2.4% |
| 7D | +1.3% | -5.4% | +6.7% | +0.9% |
| 30D | -13.4% | -7.8% | -5.6% | -13.9% |
| 3M | +3.1% | -6.9% | +10.0% | +2.7% |
| 6M | +3.8% | -12.2% | +16.0% | +3.0% |
| YTD | -15.3% | -21.1% | +5.8% | -16.4% |
| 1Y | -11.1% | -33.5% | +22.4% | -13.0% |
| All | +49.2% | -43.2% | +92.4% | +43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 3y: compounded portfolio wealth divided by compounded CPB 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…
3y analysis · Full analysis span regression · 6 months rolling