+1,214.9%
CB vs ITUB
+1,920.1%
-705.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.1% | -1.7% |
| 7D | +0.5% | +8.7% | -8.2% | -1.5% |
| 30D | -3.1% | -0.7% | -2.4% | -3.1% |
| 3M | +9.0% | +7.8% | +1.2% | +6.6% |
| 6M | +2.9% | -3.4% | +6.3% | +2.9% |
| YTD | +10.1% | +16.3% | -6.2% | +4.9% |
| 1Y | +22.8% | +29.8% | -7.0% | +13.6% |
| 3Y | +73.8% | +111.1% | -37.3% | +40.1% |
| 5Y | +99.2% | +173.6% | -74.4% | +45.8% |
| 10Y | +218.2% | +193.2% | +25.0% | +110.8% |
| All | +1,214.9% | +1,920.1% | -705.1% | +494.6% |
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 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