+50.7%
CF vs ITUB
+8.1%
+42.6%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.2% | +4.8% | +2.2% |
| 7D | +4.8% | +4.9% | -0.1% | +5.6% |
| 30D | +9.7% | -27.2% | +36.9% | +4.8% |
| 3M | +1.2% | -6.1% | +7.4% | +2.5% |
| 6M | +7.4% | -10.7% | +18.0% | +7.2% |
| YTD | +60.5% | +5.5% | +55.0% | +50.8% |
| 1Y | +50.7% | +7.8% | +42.9% | +40.3% |
| All | +50.7% | +8.1% | +42.6% | +40.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling