+366.6%
CBRE vs ITUB
+175.8%
+190.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.7% | -0.2% |
| 7D | -1.8% | +1.9% | -3.7% | -2.3% |
| 30D | +3.3% | -22.2% | +25.5% | +10.1% |
| 3M | -12.4% | +2.7% | -15.1% | -14.8% |
| 6M | -5.4% | -3.0% | -2.4% | -6.9% |
| YTD | -17.2% | +7.5% | -24.7% | -21.8% |
| 1Y | -13.1% | +10.5% | -23.6% | -18.8% |
| 3Y | +81.6% | +81.0% | +0.6% | +41.7% |
| 5Y | +26.4% | +181.8% | -155.4% | -18.6% |
| All | +366.6% | +175.8% | +190.8% | +200.8% |
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