+34.8%
CTSH vs ITUB
+175.8%
-141.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.8% | -1.1% |
| 7D | -2.1% | +1.9% | -4.0% | -2.6% |
| 30D | +1.4% | -22.2% | +23.6% | +6.0% |
| 3M | +7.5% | +2.7% | +4.7% | +5.2% |
| 6M | +39.6% | -3.0% | +42.5% | +37.7% |
| YTD | -22.3% | +7.5% | -29.8% | -25.7% |
| 1Y | -12.0% | +10.5% | -22.4% | -16.4% |
| 3Y | +1.8% | +81.0% | -79.2% | -15.0% |
| 5Y | -15.8% | +181.8% | -197.6% | -39.3% |
| All | +34.8% | +175.8% | -141.0% | -6.9% |
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 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