+180.6%
CEG vs ITUB
+125.3%
+55.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -1.9% | -0.4% |
| 7D | +6.7% | +8.2% | -1.6% | +4.7% |
| 30D | +11.0% | +4.7% | +6.3% | +9.6% |
| 3M | +19.5% | +13.0% | +6.5% | +15.8% |
| 6M | -5.9% | +4.2% | -10.0% | -6.9% |
| YTD | -15.0% | +18.6% | -33.5% | -18.0% |
| 1Y | +0.6% | +31.3% | -30.6% | -4.7% |
| 3Y | +180.6% | +124.9% | +55.7% | +135.0% |
| All | +180.6% | +125.3% | +55.3% | +135.0% |
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