+106.6%
TTWO vs CTVA
+210.9%
-104.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.3% | +3.1% | +2.8% |
| 7D | +1.3% | -4.7% | +6.0% | +2.3% |
| 30D | -13.4% | +11.1% | -24.5% | -15.3% |
| 3M | +3.1% | +13.7% | -10.6% | 0.0% |
| 6M | +3.8% | +11.2% | -7.4% | +0.9% |
| YTD | -15.3% | +26.9% | -42.2% | -19.8% |
| 1Y | -11.1% | +18.8% | -29.9% | -14.9% |
| 3Y | +52.0% | +75.9% | -24.0% | +32.3% |
| 5Y | +40.9% | +105.2% | -64.3% | +18.4% |
| All | +106.6% | +210.9% | -104.3% | +50.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling