+2,844.3%
CCJ vs ITUB
+1,959.7%
+884.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.0% | -0.7% | +0.5% |
| 7D | +5.9% | +8.2% | -2.3% | +2.8% |
| 30D | +4.7% | +4.7% | 0.0% | +2.9% |
| 3M | -3.3% | +13.0% | -16.3% | -7.8% |
| 6M | -7.0% | +4.2% | -11.2% | -8.6% |
| YTD | +11.5% | +18.6% | -7.1% | +4.8% |
| 1Y | +32.3% | +31.3% | +1.0% | +19.7% |
| 3Y | +176.8% | +124.9% | +52.0% | +101.4% |
| 5Y | +351.8% | +195.6% | +156.2% | +186.3% |
| 10Y | +1,080.5% | +196.4% | +884.1% | +539.3% |
| All | +2,844.3% | +1,959.7% | +884.6% | +698.1% |
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