+251.7%
CB vs ITUB
+175.8%
+75.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.1% | +0.6% |
| 7D | +2.9% | +1.9% | +1.0% | +2.5% |
| 30D | +7.3% | -22.2% | +29.5% | +12.0% |
| 3M | +9.4% | +2.7% | +6.7% | +7.1% |
| 6M | +19.6% | -3.0% | +22.6% | +18.2% |
| YTD | +21.5% | +7.5% | +14.0% | +16.4% |
| 1Y | +28.0% | +10.5% | +17.5% | +21.7% |
| 3Y | +74.9% | +81.0% | -6.1% | +45.7% |
| 5Y | +108.1% | +181.8% | -73.7% | +50.4% |
| All | +251.7% | +175.8% | +75.9% | +157.1% |
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