+65.1%
CSGP vs ITUB
+154.1%
-88.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.2% | -0.7% | -2.6% |
| 7D | -3.2% | +4.9% | -8.0% | -3.9% |
| 30D | +2.2% | -27.2% | +29.5% | +7.0% |
| 3M | -3.7% | -6.1% | +2.5% | -3.5% |
| 6M | -7.4% | -10.7% | +3.2% | -6.9% |
| YTD | -54.9% | +5.5% | -60.4% | -56.1% |
| 1Y | -54.9% | +7.8% | -62.7% | -56.3% |
| 3Y | -61.9% | +75.0% | -136.9% | -66.5% |
| 5Y | -63.1% | +178.6% | -241.7% | -70.7% |
| 10Y | +65.1% | +162.9% | -97.7% | +25.8% |
| All | +65.1% | +154.1% | -88.9% | +25.8% |
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