+40.9%
TTWO vs CRH
+93.9%
-53.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -1.0% |
| 7D | +0.4% | -6.1% | +6.4% | +2.2% |
| 30D | -11.3% | -9.3% | -2.1% | -8.8% |
| 3M | +1.6% | -15.2% | +16.8% | +6.5% |
| 6M | +2.1% | -14.2% | +16.3% | +5.6% |
| YTD | -15.8% | -28.3% | +12.4% | -7.9% |
| 1Y | -12.6% | -21.8% | +9.2% | -7.3% |
| 3Y | +48.2% | +71.6% | -23.4% | +13.8% |
| All | +40.9% | +93.9% | -53.0% | +1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 5y: compounded portfolio wealth divided by compounded CRH 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…
5y analysis · Full analysis span regression · 6 months rolling