+859.9%
CSCO vs ITUB
+1,767.9%
-908.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +2.2% | -8.4% | -6.8% |
| 7D | +1.9% | +1.9% | 0.0% | +1.4% |
| 30D | -15.8% | -22.2% | +6.3% | -11.3% |
| 3M | -15.4% | +2.7% | -18.1% | -17.2% |
| 6M | -5.4% | -3.0% | -2.4% | -6.3% |
| YTD | +26.5% | +7.5% | +18.9% | +21.5% |
| 1Y | +25.9% | +10.5% | +15.4% | +20.0% |
| 3Y | +97.5% | +81.0% | +16.5% | +63.4% |
| 5Y | +93.0% | +181.8% | -88.8% | +37.6% |
| 10Y | +308.6% | +170.2% | +138.4% | +168.2% |
| All | +859.9% | +1,767.9% | -908.0% | +268.0% |
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