+482.4%
CSX vs ITUB
+192.5%
+289.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.0% | -2.8% | -1.3% |
| 7D | +0.6% | +8.2% | -7.6% | -1.2% |
| 30D | -2.3% | +4.7% | -7.0% | -3.4% |
| 3M | +4.3% | +13.0% | -8.7% | +1.1% |
| 6M | +23.4% | +4.2% | +19.2% | +21.6% |
| YTD | +36.4% | +18.6% | +17.8% | +30.3% |
| 1Y | +53.0% | +31.3% | +21.8% | +42.6% |
| 3Y | +70.6% | +124.9% | -54.3% | +37.8% |
| 5Y | +65.5% | +195.6% | -130.1% | +20.2% |
| 10Y | +482.4% | +196.4% | +286.0% | +302.4% |
| All | +482.4% | +192.5% | +289.8% | +302.4% |
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