-28.9%
CDW vs ITUB
+125.3%
-154.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +2.0% | -7.1% | -5.5% |
| 7D | -3.9% | +8.2% | -12.1% | -5.3% |
| 30D | +6.9% | +4.7% | +2.2% | +5.9% |
| 3M | +7.7% | +13.0% | -5.3% | +5.0% |
| 6M | +18.3% | +4.2% | +14.1% | +16.8% |
| YTD | +7.8% | +18.6% | -10.8% | +2.7% |
| 1Y | -12.2% | +31.3% | -43.4% | -18.6% |
| 3Y | -28.9% | +124.9% | -153.8% | -43.0% |
| All | -28.9% | +125.3% | -154.3% | -43.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling