+863.2%
CDW vs ITUB
+229.6%
+633.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.8% |
| 7D | +3.2% | +8.7% | -5.5% | +1.5% |
| 30D | +9.3% | -0.7% | +10.0% | +9.4% |
| 3M | +9.8% | +7.8% | +2.0% | +7.9% |
| 6M | +23.3% | -3.4% | +26.8% | +23.6% |
| YTD | +13.7% | +16.3% | -2.6% | +9.4% |
| 1Y | -6.5% | +29.8% | -36.3% | -12.2% |
| 3Y | -25.2% | +111.1% | -136.3% | -37.0% |
| 5Y | -19.5% | +173.6% | -193.0% | -37.1% |
| 10Y | +285.8% | +193.2% | +92.6% | +184.5% |
| All | +863.2% | +229.6% | +633.6% | +562.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling