+80.8%
CBRE vs ITUB
+77.2%
+3.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +0.9% | -1.1% |
| 7D | -2.8% | +1.1% | -3.9% | -3.0% |
| 30D | +2.2% | -25.4% | +27.7% | +6.7% |
| 3M | -10.1% | -0.3% | -9.8% | -11.7% |
| 6M | -8.0% | -8.0% | 0.0% | -8.4% |
| YTD | -17.6% | +5.2% | -22.8% | -21.2% |
| 1Y | -14.7% | +7.4% | -22.1% | -19.0% |
| All | +80.8% | +77.2% | +3.6% | +43.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling