+304.1%
CFG vs ITUB
+219.0%
+85.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.7% | -2.3% | -0.7% |
| 7D | -1.7% | +1.0% | -2.7% | -2.1% |
| 30D | -4.6% | +10.7% | -15.3% | -8.6% |
| 3M | +7.9% | +10.1% | -2.2% | +3.2% |
| 6M | +19.9% | -0.1% | +20.0% | +18.9% |
| YTD | +21.7% | +18.4% | +3.3% | +12.4% |
| 1Y | +38.4% | +31.3% | +7.2% | +22.1% |
| 3Y | +187.0% | +124.6% | +62.4% | +98.5% |
| 5Y | +99.5% | +192.0% | -92.5% | +17.6% |
| All | +304.1% | +219.0% | +85.2% | +135.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling