+4,806.7%
CTSH vs ITUB
+1,920.1%
+2,886.6%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.9% | -2.8% | -3.3% |
| 7D | -2.7% | +8.7% | -11.4% | -5.2% |
| 30D | +12.4% | -0.7% | +13.1% | +12.4% |
| 3M | +17.4% | +7.8% | +9.6% | +14.0% |
| 6M | -3.1% | -3.4% | +0.3% | -3.2% |
| YTD | -23.6% | +16.3% | -39.8% | -28.2% |
| 1Y | -10.8% | +29.8% | -40.7% | -19.3% |
| 3Y | -8.3% | +111.1% | -119.4% | -30.0% |
| 5Y | -11.3% | +173.6% | -184.9% | -40.6% |
| 10Y | +22.6% | +193.2% | -170.6% | -28.6% |
| All | +4,806.7% | +1,920.1% | +2,886.6% | +1,579.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling