+34.6%
TTWO vs CVE
+317.2%
-282.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.4% |
| 7D | -8.8% | +2.5% | -11.3% | -9.1% |
| 30D | -8.6% | +16.7% | -25.3% | -10.4% |
| 3M | -0.9% | +9.3% | -10.2% | -2.2% |
| 6M | -0.5% | +43.6% | -44.1% | -5.5% |
| YTD | -16.1% | +93.6% | -109.7% | -23.6% |
| 1Y | -10.8% | +98.8% | -109.5% | -19.3% |
| 3Y | +51.4% | +73.6% | -22.2% | +36.9% |
| All | +34.6% | +317.2% | -282.6% | +12.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling