+2,090.2%
CCI vs ITUB
+1,902.7%
+187.5%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.7% | -0.3% |
| 7D | -0.3% | 0.0% | -0.3% | -0.3% |
| 30D | +2.1% | +2.6% | -0.4% | +1.2% |
| 3M | -17.8% | +8.4% | -26.3% | -20.0% |
| 6M | -14.2% | -0.5% | -13.6% | -14.8% |
| YTD | -13.3% | +15.3% | -28.6% | -17.9% |
| 1Y | -16.6% | +28.7% | -45.3% | -23.7% |
| 3Y | -10.8% | +118.7% | -129.5% | -31.0% |
| 5Y | -50.3% | +182.7% | -233.0% | -65.8% |
| 10Y | +22.5% | +207.6% | -185.1% | -28.9% |
| All | +2,090.2% | +1,902.7% | +187.5% | +300.4% |
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