+394.0%
TTWO vs CVE
+167.0%
+227.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.1% |
| 7D | -2.3% | +2.0% | -4.3% | -2.5% |
| 30D | -16.7% | +13.2% | -29.9% | -17.6% |
| 3M | -0.4% | +21.7% | -22.1% | -2.1% |
| 6M | -1.6% | +48.4% | -50.0% | -5.0% |
| YTD | -17.5% | +100.1% | -117.6% | -22.3% |
| 1Y | -14.8% | +107.8% | -122.7% | -20.1% |
| 3Y | +47.9% | +76.9% | -29.0% | +39.1% |
| 5Y | +34.5% | +346.2% | -311.8% | +18.2% |
| 10Y | +394.0% | +173.5% | +220.5% | +310.6% |
| All | +394.0% | +167.0% | +227.1% | +310.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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