+68.6%
CSX vs ITUB
+85.1%
-16.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.4% | -4.7% | -3.5% |
| 7D | -5.5% | +3.7% | -9.2% | -5.8% |
| 30D | +4.9% | -24.1% | +29.0% | +7.2% |
| 3M | -2.9% | -9.6% | +6.7% | -3.1% |
| 6M | +8.3% | -11.5% | +19.9% | +8.2% |
| YTD | +36.7% | +5.5% | +31.2% | +33.4% |
| 1Y | +41.5% | +9.9% | +31.6% | +37.2% |
| 3Y | +68.6% | +84.8% | -16.2% | +51.4% |
| All | +68.6% | +85.1% | -16.5% | +51.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling