+33.7%
CFG vs ITUB
+9.0%
+24.7%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.3% | -0.9% | +1.8% |
| 7D | +1.8% | -1.6% | +3.4% | +2.1% |
| 30D | +3.3% | -26.6% | +29.9% | +8.7% |
| 3M | -9.8% | -11.1% | +1.2% | -10.1% |
| 6M | +5.2% | -13.1% | +18.3% | +5.3% |
| YTD | +16.1% | +3.9% | +12.2% | +11.6% |
| 1Y | +33.7% | +9.8% | +23.9% | +28.3% |
| All | +33.7% | +9.0% | +24.7% | +28.3% |
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