+593.1%
CEG vs ITUB
+171.5%
+421.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -2.9% | -1.2% |
| 7D | +12.1% | +1.9% | +10.2% | +11.7% |
| 30D | +0.2% | -22.2% | +22.4% | +5.1% |
| 3M | +0.7% | +2.7% | -2.0% | -0.9% |
| 6M | +2.2% | -3.0% | +5.2% | +1.7% |
| YTD | -20.3% | +7.5% | -27.8% | -22.4% |
| 1Y | -16.1% | +10.5% | -26.5% | -18.7% |
| 3Y | +134.7% | +81.0% | +53.7% | +103.7% |
| All | +593.1% | +171.5% | +421.5% | +466.6% |
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