+65.2%
CSGP vs ITUB
+131.3%
-66.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.4% | -6.1% | -4.9% |
| 7D | +1.3% | +3.7% | -2.4% | +0.7% |
| 30D | +10.7% | -24.1% | +34.8% | +15.0% |
| 3M | +3.3% | -9.6% | +12.8% | +4.0% |
| 6M | -10.3% | -11.5% | +1.2% | -9.7% |
| YTD | -54.6% | +5.5% | -60.1% | -55.8% |
| 1Y | -54.6% | +9.9% | -64.5% | -56.3% |
| 3Y | -60.3% | +84.8% | -145.1% | -65.4% |
| 5Y | -63.3% | +182.6% | -245.9% | -70.9% |
| All | +65.2% | +131.3% | -66.1% | +28.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling