+598.5%
CEG vs ITUB
+165.8%
+432.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.4% | +5.2% | +3.3% |
| 7D | +17.8% | +1.1% | +16.7% | +17.6% |
| 30D | -4.5% | -25.4% | +20.9% | +1.1% |
| 3M | +1.5% | -0.3% | +1.8% | +0.5% |
| 6M | -3.5% | -8.0% | +4.4% | -2.9% |
| YTD | -19.7% | +5.2% | -24.9% | -21.4% |
| 1Y | -19.8% | +7.4% | -27.2% | -21.8% |
| 3Y | +136.4% | +74.5% | +61.9% | +106.8% |
| All | +598.5% | +165.8% | +432.7% | +473.7% |
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