+62.6%
CSGP vs ITUB
+176.3%
-113.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -0.5% |
| 7D | -7.1% | +3.7% | -10.8% | -7.6% |
| 30D | +3.6% | -24.9% | +28.5% | +7.9% |
| 3M | -2.7% | +0.8% | -3.5% | -3.7% |
| 6M | -8.0% | -6.6% | -1.4% | -8.1% |
| YTD | -55.0% | +7.8% | -62.8% | -56.4% |
| 1Y | -55.8% | +7.4% | -63.1% | -57.1% |
| 3Y | -62.0% | +78.8% | -140.8% | -66.7% |
| 5Y | -62.9% | +179.9% | -242.8% | -70.5% |
| 10Y | +62.6% | +170.9% | -108.3% | +22.9% |
| All | +62.6% | +176.3% | -113.6% | +22.9% |
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