+56.1%
CDE vs ITUB
+220.1%
-164.0%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.0% |
| 7D | -3.1% | +2.2% | -5.3% | -4.2% |
| 30D | +9.5% | +12.6% | -3.1% | +3.5% |
| 3M | +25.5% | +6.4% | +19.1% | +21.4% |
| 6M | -7.9% | +0.6% | -8.5% | -8.2% |
| YTD | +15.6% | +18.8% | -3.3% | +7.7% |
| 1Y | +34.0% | +31.0% | +3.0% | +19.7% |
| 3Y | +791.9% | +118.1% | +673.8% | +538.5% |
| 5Y | +197.7% | +193.0% | +4.7% | +85.4% |
| All | +56.1% | +220.1% | -164.0% | -24.0% |
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 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