-60.6%
CSGP vs ITUB
+81.0%
-141.6%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.2% | +0.7% | +2.6% |
| 7D | +1.3% | +1.9% | -0.6% | +1.1% |
| 30D | +2.8% | -22.2% | +25.0% | +5.0% |
| 3M | -6.3% | +2.7% | -9.0% | -7.6% |
| 6M | -3.2% | -3.0% | -0.2% | -4.2% |
| YTD | -54.0% | +7.5% | -61.5% | -55.7% |
| 1Y | -54.8% | +10.5% | -65.3% | -56.8% |
| 3Y | -60.6% | +81.0% | -141.6% | -66.2% |
| All | -60.6% | +81.0% | -141.6% | -66.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling