+79.5%
CSX vs ITUB
+77.2%
+2.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.4% | +3.3% | +1.2% |
| 7D | +3.1% | +1.1% | +2.0% | +3.0% |
| 30D | +9.7% | -25.4% | +35.2% | +12.3% |
| 3M | +4.9% | -0.3% | +5.2% | +3.2% |
| 6M | +18.4% | -8.0% | +26.3% | +17.5% |
| YTD | +45.9% | +5.2% | +40.6% | +42.3% |
| 1Y | +50.0% | +7.4% | +42.6% | +45.9% |
| All | +79.5% | +77.2% | +2.3% | +64.5% |
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