+22.2%
CTSH vs ITUB
+220.1%
-197.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.4% | +2.5% | +2.8% |
| 7D | -3.7% | +2.2% | -5.9% | -4.2% |
| 30D | +3.7% | +12.6% | -8.9% | +1.0% |
| 3M | +17.9% | +6.4% | +11.5% | +15.8% |
| 6M | -2.6% | +0.6% | -3.2% | -3.5% |
| YTD | -26.4% | +18.8% | -45.2% | -30.1% |
| 1Y | -13.0% | +31.0% | -44.0% | -19.5% |
| 3Y | -11.2% | +118.1% | -129.3% | -28.1% |
| 5Y | -14.3% | +193.0% | -207.3% | -38.0% |
| All | +22.2% | +220.1% | -197.9% | -22.8% |
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