+72.8%
CDW vs ITUB
-5.6%
+78.4%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.8% | -0.8% |
| 7D | +9.3% | +1.9% | +7.4% | +9.1% |
| 30D | +14.4% | -22.2% | +36.5% | +14.7% |
| 3M | +21.4% | +2.7% | +18.7% | +21.1% |
| 6M | +72.8% | -3.0% | +75.8% | +73.3% |
| All | +72.8% | -5.6% | +78.4% | +73.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling