+42.3%
CBRE vs ITUB
+186.4%
-144.0%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.8% | +1.0% | -1.2% |
| 7D | -1.7% | 0.0% | -1.7% | -1.7% |
| 30D | -3.0% | +2.6% | -5.5% | -3.6% |
| 3M | +2.6% | +8.4% | -5.8% | +0.4% |
| 6M | +2.0% | -0.5% | +2.5% | +1.5% |
| YTD | -13.1% | +15.3% | -28.4% | -16.7% |
| 1Y | -13.8% | +28.7% | -42.5% | -19.7% |
| 3Y | +63.9% | +118.7% | -54.8% | +33.3% |
| 5Y | +42.3% | +182.7% | -140.3% | +5.5% |
| All | +42.3% | +186.4% | -144.0% | +5.5% |
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