-11.4%
TTWO vs CVE
+59.0%
-70.4%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.5% | -4.0% | -3.4% |
| 7D | +8.0% | -10.1% | +18.0% | +6.8% |
| 30D | -2.8% | -12.1% | +9.3% | -4.0% |
| 3M | -15.9% | -1.9% | -14.0% | -16.8% |
| 6M | -5.9% | -1.8% | -4.1% | -6.5% |
| YTD | -19.0% | +65.8% | -84.8% | -18.2% |
| All | -11.4% | +59.0% | -70.4% | -9.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling