+3,446.1%
CSX vs ITUB
+1,920.1%
+1,526.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.7% | +1.1% |
| 7D | -3.4% | +8.7% | -12.1% | -5.8% |
| 30D | -3.1% | -0.7% | -2.4% | -3.1% |
| 3M | +7.2% | +7.8% | -0.6% | +4.3% |
| 6M | +16.2% | -3.4% | +19.6% | +16.5% |
| YTD | +37.5% | +16.3% | +21.3% | +30.0% |
| 1Y | +53.2% | +29.8% | +23.4% | +39.7% |
| 3Y | +68.2% | +111.1% | -42.8% | +29.1% |
| 5Y | +65.2% | +173.6% | -108.3% | +11.6% |
| 10Y | +504.1% | +193.2% | +310.9% | +256.2% |
| All | +3,446.1% | +1,920.1% | +1,526.0% | +1,173.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling