+62.7%
CCJ vs ITUB
+81.0%
-18.3%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.2% | -3.6% | -2.3% |
| 7D | -0.8% | +1.9% | -2.7% | -1.4% |
| 30D | -13.2% | -22.2% | +9.0% | -5.9% |
| 3M | -27.6% | +2.7% | -30.4% | -30.9% |
| 6M | -38.7% | -3.0% | -35.7% | -40.1% |
| YTD | -22.7% | +7.5% | -30.2% | -26.3% |
| 1Y | -17.6% | +10.5% | -28.0% | -22.1% |
| 3Y | +62.7% | +81.0% | -18.3% | +35.0% |
| All | +62.7% | +81.0% | -18.3% | +35.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling