+246.7%
CB vs ITUB
+154.1%
+92.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.2% | +3.8% | +2.0% |
| 7D | +0.7% | +4.9% | -4.2% | -0.3% |
| 30D | +8.2% | -27.2% | +35.4% | +14.4% |
| 3M | +6.3% | -6.1% | +12.4% | +6.1% |
| 6M | +16.2% | -10.7% | +26.9% | +16.8% |
| YTD | +19.3% | +5.5% | +13.8% | +14.8% |
| 1Y | +29.2% | +7.8% | +21.4% | +23.5% |
| 3Y | +71.4% | +75.0% | -3.5% | +43.9% |
| 5Y | +104.2% | +178.6% | -74.3% | +47.9% |
| 10Y | +246.7% | +162.9% | +83.8% | +153.6% |
| All | +246.7% | +154.1% | +92.6% | +153.6% |
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