+40.9%
TTWO vs CRL
-38.6%
+79.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.9% | +4.7% | +3.1% |
| 7D | +1.3% | -6.9% | +8.3% | +2.5% |
| 30D | -13.4% | -3.2% | -10.2% | -13.0% |
| 3M | +3.1% | +46.5% | -43.5% | -3.7% |
| 6M | +3.8% | +63.1% | -59.3% | -5.4% |
| YTD | -15.3% | +36.9% | -52.1% | -20.5% |
| 1Y | -11.1% | +78.1% | -89.2% | -20.6% |
| 3Y | +52.0% | +36.7% | +15.3% | +37.9% |
| 5Y | +40.9% | -38.1% | +79.0% | +40.6% |
| All | +40.9% | -38.6% | +79.5% | +40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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