+97.4%
CB vs ITUB
+181.4%
-84.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.0% | -3.4% | -1.7% |
| 7D | -0.6% | +8.2% | -8.9% | -1.6% |
| 30D | -3.9% | +4.7% | -8.6% | -4.5% |
| 3M | +4.9% | +13.0% | -8.1% | +3.1% |
| 6M | +3.3% | +4.2% | -0.9% | +2.3% |
| YTD | +8.5% | +18.6% | -10.0% | +5.1% |
| 1Y | +22.1% | +31.3% | -9.2% | +16.3% |
| 3Y | +70.1% | +124.9% | -54.8% | +46.7% |
| 5Y | +97.4% | +195.6% | -98.2% | +54.9% |
| All | +97.4% | +181.4% | -84.0% | +54.9% |
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