+35.7%
CTSH vs ITUB
+169.9%
-134.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | -0.6% |
| 7D | -4.2% | +1.1% | -5.3% | -4.5% |
| 30D | +3.9% | -25.4% | +29.4% | +9.6% |
| 3M | +10.2% | -0.3% | +10.5% | +8.6% |
| 6M | +35.3% | -8.0% | +43.2% | +35.0% |
| YTD | -21.8% | +5.2% | -27.0% | -24.8% |
| 1Y | -12.1% | +7.4% | -19.6% | -16.1% |
| 3Y | +2.0% | +74.5% | -72.5% | -14.2% |
| 5Y | -15.3% | +175.8% | -191.1% | -38.6% |
| All | +35.7% | +169.9% | -134.2% | -5.9% |
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