+991.8%
CSCO vs ITUB
+1,920.1%
-928.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.8% |
| 7D | -0.7% | +8.7% | -9.4% | -2.8% |
| 30D | -10.1% | -0.7% | -9.4% | -10.1% |
| 3M | -15.7% | +7.8% | -23.5% | -17.5% |
| 6M | +36.3% | -3.4% | +39.7% | +36.6% |
| YTD | +43.8% | +16.3% | +27.6% | +37.5% |
| 1Y | +63.9% | +29.8% | +34.1% | +52.0% |
| 3Y | +104.4% | +111.1% | -6.7% | +64.6% |
| 5Y | +111.4% | +173.6% | -62.2% | +53.4% |
| 10Y | +361.7% | +193.2% | +168.4% | +200.0% |
| All | +991.8% | +1,920.1% | -928.3% | +316.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling