+626.9%
CEG vs ITUB
+191.1%
+435.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.8% | +1.0% | -1.1% |
| 7D | +1.3% | 0.0% | +1.3% | +1.3% |
| 30D | +8.8% | +2.6% | +6.3% | +8.1% |
| 3M | +17.0% | +8.4% | +8.5% | +14.6% |
| 6M | -8.7% | -0.5% | -8.2% | -8.8% |
| YTD | -16.4% | +15.3% | -31.7% | -19.1% |
| 1Y | -1.8% | +28.7% | -30.5% | -7.0% |
| 3Y | +175.8% | +118.7% | +57.1% | +131.8% |
| All | +626.9% | +191.1% | +435.8% | +491.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling