-16.3%
CDW vs ITUB
+77.0%
-93.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.2% | +5.1% | +3.2% |
| 7D | +13.1% | +4.9% | +8.2% | +12.3% |
| 30D | +19.1% | -27.2% | +46.4% | +24.0% |
| 3M | +24.7% | -6.1% | +30.8% | +24.1% |
| 6M | +63.4% | -10.7% | +74.0% | +63.7% |
| YTD | +26.3% | +5.5% | +20.8% | +21.1% |
| 1Y | +20.6% | +7.8% | +12.7% | +14.7% |
| 3Y | -16.3% | +75.0% | -91.3% | -28.4% |
| All | -16.3% | +77.0% | -93.4% | -28.4% |
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 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