+5,346.0%
TTWO vs CPB
+18.5%
+5,327.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.4% | -0.9% |
| 7D | -1.6% | -8.2% | +6.7% | -0.4% |
| 30D | -13.5% | -5.6% | -7.9% | -12.9% |
| 3M | +0.3% | +3.0% | -2.6% | -0.4% |
| 6M | +0.8% | -12.7% | +13.6% | +2.4% |
| YTD | -16.7% | -18.0% | +1.3% | -14.9% |
| 1Y | -14.3% | -31.7% | +17.5% | -10.1% |
| 3Y | +49.4% | -41.0% | +90.3% | +58.4% |
| 5Y | +33.8% | -38.4% | +72.2% | +39.0% |
| 10Y | +392.8% | -45.0% | +437.8% | +412.0% |
| All | +5,346.0% | +18.5% | +5,327.5% | +4,848.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling