+73.0%
CF vs ITUB
+116.5%
-43.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.4% | -3.3% |
| 7D | +6.0% | +8.7% | -2.7% | +6.2% |
| 30D | +14.8% | -0.7% | +15.5% | +14.7% |
| 3M | +14.1% | +7.8% | +6.3% | +14.3% |
| 6M | +28.5% | -3.4% | +31.9% | +28.7% |
| YTD | +74.9% | +16.3% | +58.7% | +70.2% |
| 1Y | +61.7% | +29.8% | +31.9% | +55.1% |
| All | +73.0% | +116.5% | -43.5% | +55.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling