+412.6%
CSX vs ITUB
+143.4%
+269.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.3% | +0.5% | +2.3% |
| 7D | -2.2% | +5.5% | -7.7% | -3.3% |
| 30D | +6.8% | -25.6% | +32.4% | +12.8% |
| 3M | +0.7% | -4.7% | +5.4% | +0.2% |
| 6M | +13.3% | -8.6% | +21.9% | +13.4% |
| YTD | +40.5% | +7.9% | +32.6% | +35.0% |
| 1Y | +44.7% | +11.2% | +33.5% | +37.9% |
| 3Y | +74.5% | +82.6% | -8.1% | +45.8% |
| 5Y | +52.0% | +192.7% | -140.7% | +8.9% |
| 10Y | +412.6% | +144.7% | +268.0% | +272.1% |
| All | +412.6% | +143.4% | +269.3% | +272.1% |
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