+2,317.2%
CBRE vs ITUB
+1,661.2%
+655.9%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.2% |
| 7D | -2.0% | +8.7% | -10.7% | -6.3% |
| 30D | -2.2% | -0.7% | -1.5% | -2.2% |
| 3M | +12.9% | +7.8% | +5.1% | +7.5% |
| 6M | +4.3% | -3.4% | +7.7% | +4.3% |
| YTD | -8.0% | +16.3% | -24.3% | -17.3% |
| 1Y | -8.6% | +29.8% | -38.4% | -22.9% |
| 3Y | +71.9% | +111.1% | -39.2% | +7.4% |
| 5Y | +50.0% | +173.6% | -123.5% | -25.5% |
| 10Y | +390.1% | +193.2% | +196.8% | +84.3% |
| All | +2,317.2% | +1,661.2% | +655.9% | +352.3% |
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