+1,632.7%
TTWO vs CVE
+62.6%
+1,570.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.5% | -4.0% | -3.5% |
| 7D | +8.0% | -10.1% | +18.0% | +9.3% |
| 30D | -2.8% | -12.1% | +9.3% | -1.5% |
| 3M | -15.9% | -1.9% | -14.0% | -16.1% |
| 6M | -5.9% | -1.8% | -4.1% | -6.4% |
| YTD | -19.0% | +65.8% | -84.8% | -25.2% |
| 1Y | -10.6% | +60.8% | -71.4% | -17.2% |
| 3Y | +41.7% | +70.1% | -28.4% | +28.3% |
| 5Y | +11.0% | +134.8% | -123.7% | -5.8% |
| 10Y | +323.3% | +130.1% | +193.2% | +234.2% |
| All | +1,632.7% | +62.6% | +1,570.0% | +1,367.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling