+470.7%
CF vs ITUB
+169.9%
+300.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.4% | +3.7% | +2.0% |
| 7D | +5.4% | +1.1% | +4.3% | +5.0% |
| 30D | +6.5% | -25.4% | +32.0% | +14.0% |
| 3M | +4.6% | -0.3% | +4.9% | +2.5% |
| 6M | -3.3% | -8.0% | +4.6% | -3.5% |
| YTD | +63.9% | +5.2% | +58.7% | +53.7% |
| 1Y | +50.4% | +7.4% | +43.0% | +40.0% |
| 3Y | +68.2% | +74.5% | -6.3% | +30.0% |
| 5Y | +113.8% | +175.8% | -62.0% | +35.4% |
| All | +470.7% | +169.9% | +300.7% | +224.7% |
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