+50.3%
CSX vs ITUB
+8.1%
+42.2%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.2% | -0.6% | +1.4% |
| 7D | -0.3% | +3.7% | -4.0% | -0.6% |
| 30D | +8.7% | -24.9% | +33.6% | +10.7% |
| 3M | +4.2% | +0.8% | +3.4% | +1.5% |
| 6M | +16.7% | -6.6% | +23.3% | +14.8% |
| YTD | +44.5% | +7.8% | +36.7% | +39.1% |
| 1Y | +50.3% | +7.4% | +42.9% | +44.9% |
| All | +50.3% | +8.1% | +42.2% | +44.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling