+188.5%
CFG vs ITUB
+125.3%
+63.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.0% | -3.1% | -1.8% |
| 7D | +2.7% | +8.2% | -5.6% | -0.2% |
| 30D | -3.7% | +4.7% | -8.4% | -5.4% |
| 3M | +9.5% | +13.0% | -3.5% | +4.3% |
| 6M | +22.2% | +4.2% | +18.1% | +19.6% |
| YTD | +22.3% | +18.6% | +3.8% | +14.2% |
| 1Y | +39.4% | +31.3% | +8.2% | +25.0% |
| 3Y | +188.5% | +124.9% | +63.6% | +91.8% |
| All | +188.5% | +125.3% | +63.2% | +91.8% |
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