+67.8%
CF vs ITUB
+81.0%
-13.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.0% | +0.2% |
| 7D | +4.8% | +1.9% | +2.9% | +4.8% |
| 30D | +4.7% | -22.2% | +26.9% | +4.2% |
| 3M | +7.4% | +2.7% | +4.7% | +7.7% |
| 6M | +0.6% | -3.0% | +3.6% | +0.7% |
| YTD | +64.1% | +7.5% | +56.6% | +59.4% |
| 1Y | +51.4% | +10.5% | +40.9% | +46.5% |
| 3Y | +67.8% | +81.0% | -13.2% | +44.2% |
| All | +67.8% | +81.0% | -13.2% | +44.2% |
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