+114.2%
CSCO vs ITUB
+194.5%
-80.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.0% | -0.3% |
| 7D | -0.5% | +8.2% | -8.8% | -1.7% |
| 30D | -10.1% | +4.7% | -14.8% | -10.8% |
| 3M | -11.7% | +13.0% | -24.8% | -13.5% |
| 6M | +40.1% | +4.2% | +35.9% | +38.7% |
| YTD | +43.8% | +18.6% | +25.2% | +40.2% |
| 1Y | +66.6% | +31.3% | +35.4% | +60.0% |
| 3Y | +108.5% | +124.9% | -16.4% | +85.8% |
| All | +114.2% | +194.5% | -80.3% | +79.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ITUB.
Daily Out/Under-Performance
Portfolio return minus ITUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITUB 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 ITUB 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