+481.0%
CF vs ITUB
+154.1%
+327.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.2% | +4.8% | +3.2% |
| 7D | +4.8% | +4.9% | -0.1% | +3.4% |
| 30D | +9.7% | -27.2% | +36.9% | +18.2% |
| 3M | +1.2% | -6.1% | +7.4% | +1.0% |
| 6M | +7.4% | -10.7% | +18.0% | +8.0% |
| YTD | +60.5% | +5.5% | +55.0% | +50.5% |
| 1Y | +50.7% | +7.8% | +42.9% | +40.1% |
| 3Y | +64.8% | +75.0% | -10.2% | +27.4% |
| 5Y | +115.8% | +178.6% | -62.8% | +36.3% |
| 10Y | +481.0% | +162.9% | +318.2% | +237.0% |
| All | +481.0% | +154.1% | +327.0% | +237.0% |
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 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