-54.8%
CSGP vs ITUB
+8.3%
-63.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.2% | +0.7% | +2.8% |
| 7D | +1.3% | +1.9% | -0.6% | +1.3% |
| 30D | +2.8% | -22.2% | +25.0% | +2.4% |
| 3M | -6.3% | +2.7% | -9.0% | -5.9% |
| 6M | -3.2% | -3.0% | -0.2% | -3.4% |
| YTD | -54.0% | +7.5% | -61.5% | -53.7% |
| 1Y | -54.8% | +10.5% | -65.3% | -54.5% |
| All | -54.8% | +8.3% | -63.1% | -54.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling