+40.9%
TTWO vs CRS
+1,363.4%
-1,322.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.5% |
| 7D | +0.4% | -6.8% | +7.1% | +1.4% |
| 30D | -11.3% | -16.1% | +4.8% | -9.1% |
| 3M | +1.6% | -21.2% | +22.8% | +4.8% |
| 6M | +2.1% | +8.7% | -6.6% | -0.3% |
| YTD | -15.8% | +41.0% | -56.8% | -21.6% |
| 1Y | -12.6% | +82.7% | -95.3% | -22.9% |
| 3Y | +48.2% | +604.8% | -556.6% | -3.0% |
| All | +40.9% | +1,363.4% | -1,322.5% | -19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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