+105.2%
TTWO vs CTVA
+208.7%
-103.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.5% |
| 7D | +0.4% | -4.5% | +4.9% | +1.3% |
| 30D | -11.3% | +11.3% | -22.6% | -13.3% |
| 3M | +1.6% | +12.3% | -10.7% | -1.2% |
| 6M | +2.1% | +7.2% | -5.1% | +0.1% |
| YTD | -15.8% | +26.0% | -41.8% | -20.3% |
| 1Y | -12.6% | +16.0% | -28.6% | -16.0% |
| 3Y | +48.2% | +73.9% | -25.7% | +29.3% |
| 5Y | +40.0% | +103.8% | -63.8% | +17.7% |
| All | +105.2% | +208.7% | -103.6% | +50.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling