+5,331.8%
CF vs ITUB
+535.4%
+4,796.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.2% |
| 7D | -3.2% | +3.7% | -6.9% | -4.6% |
| 30D | +4.3% | -24.1% | +28.4% | +14.1% |
| 3M | +2.8% | -9.6% | +12.4% | +4.0% |
| 6M | +0.6% | -11.5% | +12.1% | +1.8% |
| YTD | +56.6% | +5.5% | +51.1% | +44.2% |
| 1Y | +49.6% | +9.9% | +39.8% | +35.2% |
| 3Y | +61.5% | +84.8% | -23.3% | +13.8% |
| 5Y | +124.0% | +182.6% | -58.7% | +26.0% |
| 10Y | +573.2% | +141.7% | +431.5% | +248.7% |
| All | +5,331.8% | +535.4% | +4,796.4% | +1,618.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling