+1,438.9%
CDNS vs ITUB
+1,767.9%
-329.0%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.2% | -5.3% | -3.7% |
| 7D | +1.0% | +1.9% | -0.9% | +0.4% |
| 30D | -2.0% | -22.2% | +20.2% | +4.1% |
| 3M | -0.2% | +2.7% | -2.9% | -2.7% |
| 6M | -8.9% | -3.0% | -5.9% | -9.8% |
| YTD | +3.3% | +7.5% | -4.2% | -1.2% |
| 1Y | +2.2% | +10.5% | -8.2% | -3.2% |
| 3Y | +22.4% | +81.0% | -58.6% | -0.9% |
| 5Y | +78.0% | +181.8% | -103.8% | +22.4% |
| 10Y | +1,175.2% | +170.2% | +1,005.0% | +681.5% |
| All | +1,438.9% | +1,767.9% | -329.0% | +424.4% |
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 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