+604.3%
CEG vs ITUB
+200.1%
+404.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | -4.8% | +2.2% | -7.0% | -5.2% |
| 30D | +2.3% | +12.6% | -10.3% | -0.4% |
| 3M | +15.6% | +6.4% | +9.2% | +13.8% |
| 6M | -5.0% | +0.6% | -5.6% | -5.4% |
| YTD | -19.0% | +18.8% | -37.9% | -22.1% |
| 1Y | -10.0% | +31.0% | -41.0% | -15.2% |
| 3Y | +163.9% | +118.1% | +45.9% | +121.9% |
| All | +604.3% | +200.1% | +404.2% | +468.5% |
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