+1,056.5%
CCJ vs ITUB
+220.1%
+836.4%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.1% | -0.9% |
| 7D | -4.0% | +2.2% | -6.2% | -4.7% |
| 30D | -2.4% | +12.6% | -15.0% | -5.6% |
| 3M | -2.3% | +6.4% | -8.7% | -4.2% |
| 6M | -16.2% | +0.6% | -16.8% | -16.5% |
| YTD | +5.7% | +18.8% | -13.2% | +1.0% |
| 1Y | +21.3% | +31.0% | -9.8% | +13.0% |
| 3Y | +159.4% | +118.1% | +41.3% | +109.7% |
| 5Y | +300.7% | +193.0% | +107.6% | +193.9% |
| All | +1,056.5% | +220.1% | +836.4% | +716.3% |
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 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