+1,255.9%
CDNS vs ITUB
+1,902.7%
-646.8%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.8% | +2.9% | +1.0% |
| 7D | -7.2% | 0.0% | -7.2% | -7.2% |
| 30D | -14.3% | +2.6% | -16.8% | -15.0% |
| 3M | -27.2% | +8.4% | -35.6% | -29.1% |
| 6M | -4.5% | -0.5% | -4.0% | -5.0% |
| YTD | -9.0% | +15.3% | -24.2% | -13.4% |
| 1Y | -21.3% | +28.7% | -50.0% | -27.6% |
| 3Y | +19.6% | +118.7% | -99.1% | -6.9% |
| 5Y | +71.5% | +182.7% | -111.1% | +18.9% |
| 10Y | +1,036.6% | +207.6% | +829.0% | +577.9% |
| All | +1,255.9% | +1,902.7% | -646.8% | +360.0% |
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 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