+574.3%
CF vs ITUB
+192.5%
+381.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.2% | +0.2% |
| 7D | -0.9% | +8.2% | -9.2% | -3.1% |
| 30D | +18.1% | +4.7% | +13.4% | +16.5% |
| 3M | +23.4% | +13.0% | +10.4% | +18.9% |
| 6M | +17.1% | +4.2% | +12.9% | +13.7% |
| YTD | +76.2% | +18.6% | +57.7% | +63.4% |
| 1Y | +62.3% | +31.3% | +31.0% | +45.4% |
| 3Y | +71.8% | +124.9% | -53.1% | +25.9% |
| 5Y | +234.6% | +195.6% | +38.9% | +115.0% |
| 10Y | +574.3% | +196.4% | +377.9% | +288.6% |
| All | +574.3% | +192.5% | +381.7% | +288.6% |
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 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