+362.4%
CFG vs ITUB
+138.7%
+223.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.2% |
| 7D | +1.5% | +8.7% | -7.2% | -1.3% |
| 30D | -3.8% | -0.7% | -3.1% | -3.8% |
| 3M | +11.5% | +7.8% | +3.7% | +8.3% |
| 6M | +19.2% | -3.4% | +22.6% | +19.8% |
| YTD | +23.7% | +16.3% | +7.4% | +16.7% |
| 1Y | +38.8% | +29.8% | +9.0% | +25.7% |
| 3Y | +178.9% | +111.1% | +67.8% | +111.0% |
| 5Y | +101.8% | +173.6% | -71.8% | +35.2% |
| 10Y | +317.3% | +193.2% | +124.0% | +166.2% |
| All | +362.4% | +138.7% | +223.7% | +174.9% |
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