-14.6%
CTSH vs ITUB
+194.5%
-209.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.0% | -5.8% | -4.1% |
| 7D | -5.5% | +8.2% | -13.7% | -6.4% |
| 30D | +4.5% | +4.7% | -0.2% | +3.8% |
| 3M | +13.7% | +13.0% | +0.7% | +11.4% |
| 6M | -8.4% | +4.2% | -12.6% | -9.4% |
| YTD | -26.5% | +18.6% | -45.1% | -28.9% |
| 1Y | -13.9% | +31.3% | -45.2% | -18.2% |
| 3Y | -11.3% | +124.9% | -136.2% | -22.4% |
| All | -14.6% | +194.5% | -209.2% | -29.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling