+1,624.0%
CSGP vs ITUB
+1,707.7%
-83.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.8% | -1.7% |
| 7D | +13.9% | -1.0% | +14.9% | +14.1% |
| 30D | +16.0% | -28.1% | +44.1% | +23.7% |
| 3M | +6.1% | -11.1% | +17.2% | +7.6% |
| 6M | -8.2% | -14.0% | +5.8% | -6.6% |
| YTD | -52.3% | +4.1% | -56.4% | -53.8% |
| 1Y | -54.5% | +8.5% | -63.0% | -56.4% |
| 3Y | -58.6% | +82.8% | -141.4% | -65.1% |
| 5Y | -61.5% | +178.7% | -240.2% | -71.3% |
| 10Y | +74.7% | +138.4% | -63.7% | +22.8% |
| All | +1,624.0% | +1,707.7% | -83.6% | +876.2% |
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 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