+43.0%
CSGP vs ITUB
+188.9%
-145.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.6% | -2.3% |
| 7D | -4.1% | +8.7% | -12.8% | -5.4% |
| 30D | +2.3% | -0.7% | +3.0% | +2.3% |
| 3M | -8.2% | +7.8% | -16.0% | -9.6% |
| 6M | -35.1% | -3.4% | -31.7% | -35.1% |
| YTD | -54.0% | +16.3% | -70.3% | -55.6% |
| 1Y | -65.3% | +29.8% | -95.1% | -67.2% |
| 3Y | -62.6% | +111.1% | -173.6% | -67.9% |
| 5Y | -64.8% | +173.6% | -238.4% | -71.8% |
| All | +43.0% | +188.9% | -145.9% | +0.9% |
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