+322.0%
CDW vs ITUB
+176.3%
+145.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.2% | 0.0% | +1.7% |
| 7D | +2.6% | +3.7% | -1.1% | +1.7% |
| 30D | +20.4% | -24.9% | +45.3% | +27.5% |
| 3M | +28.5% | +0.8% | +27.7% | +26.6% |
| 6M | +70.6% | -6.6% | +77.2% | +70.5% |
| YTD | +29.1% | +7.8% | +21.3% | +23.8% |
| 1Y | +23.8% | +7.4% | +16.4% | +18.6% |
| 3Y | -14.5% | +78.8% | -93.3% | -28.5% |
| 5Y | -1.6% | +179.9% | -181.5% | -28.5% |
| 10Y | +322.0% | +170.9% | +151.1% | +215.6% |
| All | +322.0% | +176.3% | +145.8% | +215.6% |
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