+293.7%
CDW vs ITUB
+220.1%
+73.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +0.4% | +7.5% | +7.8% |
| 7D | +0.9% | +2.2% | -1.3% | +0.4% |
| 30D | +13.1% | +12.6% | +0.5% | +9.9% |
| 3M | +19.7% | +6.4% | +13.3% | +17.6% |
| 6M | +30.7% | +0.6% | +30.1% | +29.8% |
| YTD | +14.7% | +18.8% | -4.1% | +9.0% |
| 1Y | -5.3% | +31.0% | -36.3% | -12.3% |
| 3Y | -23.8% | +118.1% | -141.9% | -38.5% |
| 5Y | -16.8% | +193.0% | -209.8% | -39.4% |
| All | +293.7% | +220.1% | +73.6% | +177.9% |
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