+1,543.4%
CSGP vs ITUB
+1,732.5%
-189.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.4% | -6.1% | -5.0% |
| 7D | +1.3% | +3.7% | -2.4% | +0.5% |
| 30D | +10.7% | -24.1% | +34.8% | +16.7% |
| 3M | +3.3% | -9.6% | +12.9% | +4.3% |
| 6M | -10.3% | -11.6% | +1.2% | -9.4% |
| YTD | -54.6% | +5.5% | -60.0% | -56.1% |
| 1Y | -54.6% | +9.8% | -64.5% | -56.7% |
| 3Y | -60.3% | +84.7% | -145.0% | -66.7% |
| 5Y | -63.3% | +182.5% | -245.8% | -72.7% |
| 10Y | +66.5% | +141.6% | -75.1% | +16.7% |
| All | +1,543.4% | +1,732.5% | -189.1% | +827.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling