+103.2%
CB vs ITUB
+184.7%
-81.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.4% | -3.2% | -1.9% |
| 7D | +0.2% | +3.7% | -3.4% | -0.1% |
| 30D | +9.1% | -24.1% | +33.2% | +11.8% |
| 3M | +3.4% | -9.6% | +13.0% | +3.6% |
| 6M | +14.1% | -11.5% | +25.6% | +14.4% |
| YTD | +18.0% | +5.5% | +12.5% | +14.7% |
| 1Y | +30.1% | +9.9% | +20.3% | +25.5% |
| 3Y | +71.8% | +84.8% | -13.0% | +50.0% |
| All | +103.2% | +184.7% | -81.5% | +51.6% |
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 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