+17.1%
CDNS vs ITUB
+120.1%
-102.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.7% | -2.6% | -0.5% |
| 7D | -6.5% | +1.0% | -7.5% | -6.8% |
| 30D | -13.0% | +10.7% | -23.7% | -15.3% |
| 3M | -26.0% | +10.1% | -36.1% | -27.9% |
| 6M | -2.8% | -0.1% | -2.7% | -3.4% |
| YTD | -8.8% | +18.4% | -27.3% | -13.3% |
| 1Y | -15.8% | +31.3% | -47.1% | -22.3% |
| All | +17.1% | +120.1% | -102.9% | -7.4% |
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 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