-17.2%
TTWO vs CTVA
+33.4%
-50.7%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +3.2% | +3.9% | +7.0% |
| 7D | +7.0% | +8.2% | -1.2% | +6.8% |
| 30D | +2.7% | -1.0% | +3.7% | +2.1% |
| 3M | -13.0% | +4.6% | -17.6% | -14.1% |
| 6M | -7.2% | +0.5% | -7.7% | -8.4% |
| YTD | -18.4% | +22.7% | -41.1% | -20.9% |
| 1Y | -17.2% | +32.0% | -49.2% | -20.1% |
| All | -17.2% | +33.4% | -50.7% | -20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 1y: compounded portfolio wealth divided by compounded CTVA 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…
1y analysis · Full analysis span regression · 6 months rolling