+383.7%
CBRE vs ITUB
+219.0%
+164.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.7% | -3.9% | -2.0% |
| 7D | -7.2% | +1.0% | -8.2% | -7.6% |
| 30D | -6.4% | +10.7% | -17.1% | -9.4% |
| 3M | +2.9% | +10.1% | -7.1% | -0.6% |
| 6M | +2.5% | -0.1% | +2.7% | +1.7% |
| YTD | -14.2% | +18.4% | -32.6% | -19.7% |
| 1Y | -15.1% | +31.3% | -46.4% | -23.4% |
| 3Y | +61.9% | +124.6% | -62.7% | +20.7% |
| 5Y | +42.4% | +192.0% | -149.6% | -7.0% |
| All | +383.7% | +219.0% | +164.7% | +194.7% |
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