-11.3%
CTSH vs ITUB
+120.3%
-131.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.0% | -5.8% | -4.1% |
| 7D | -5.5% | +8.2% | -13.7% | -6.5% |
| 30D | +4.5% | +4.7% | -0.2% | +3.8% |
| 3M | +13.7% | +13.0% | +0.7% | +10.9% |
| 6M | -8.4% | +4.2% | -12.6% | -9.6% |
| YTD | -26.5% | +18.6% | -45.1% | -29.8% |
| 1Y | -13.9% | +31.3% | -45.2% | -19.9% |
| All | -11.3% | +120.3% | -131.7% | -25.9% |
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 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