+75.8%
CDNS vs ITUB
+186.2%
-110.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.5% |
| 7D | -1.1% | +2.2% | -3.3% | -1.6% |
| 30D | -10.4% | +12.6% | -23.1% | -12.5% |
| 3M | -24.6% | +6.4% | -31.0% | -25.5% |
| 6M | -1.6% | +0.6% | -2.2% | -2.1% |
| YTD | -7.4% | +18.8% | -26.3% | -10.6% |
| 1Y | -18.4% | +31.0% | -49.4% | -22.7% |
| 3Y | +19.0% | +118.1% | -99.1% | +3.7% |
| All | +75.8% | +186.2% | -110.4% | +46.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling