+22.4%
CCI vs ITUB
+220.1%
-197.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +2.3% |
| 7D | -0.3% | +2.2% | -2.5% | -0.6% |
| 30D | +2.2% | +12.6% | -10.4% | +0.4% |
| 3M | -16.9% | +6.4% | -23.3% | -17.8% |
| 6M | -11.5% | +0.6% | -12.1% | -12.0% |
| YTD | -12.8% | +18.8% | -31.7% | -15.8% |
| 1Y | -17.1% | +31.0% | -48.1% | -21.2% |
| 3Y | -9.6% | +118.1% | -127.7% | -21.4% |
| 5Y | -48.9% | +193.0% | -242.0% | -58.5% |
| All | +22.4% | +220.1% | -197.7% | -6.8% |
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