+5,401.7%
TTWO vs CRH
+2,079.9%
+3,321.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.9% |
| 7D | +0.4% | -6.1% | +6.4% | +1.9% |
| 30D | -11.3% | -9.3% | -2.1% | -9.2% |
| 3M | +1.6% | -15.2% | +16.8% | +5.8% |
| 6M | +2.1% | -14.2% | +16.3% | +5.3% |
| YTD | -15.8% | -28.3% | +12.4% | -9.3% |
| 1Y | -12.6% | -21.8% | +9.2% | -8.0% |
| 3Y | +48.2% | +71.6% | -23.4% | +25.1% |
| 5Y | +40.0% | +96.6% | -56.6% | +12.7% |
| 10Y | +404.1% | +253.8% | +150.3% | +235.9% |
| All | +5,401.7% | +2,079.9% | +3,321.8% | +2,537.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling