+328.7%
CFG vs ITUB
+121.6%
+207.1%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.3% | +0.6% | +2.2% |
| 7D | +0.3% | +5.5% | -5.2% | -1.5% |
| 30D | +3.2% | -25.6% | +28.8% | +12.4% |
| 3M | -9.7% | -4.7% | -5.0% | -10.2% |
| 6M | +3.6% | -8.6% | +12.3% | +4.2% |
| YTD | +14.7% | +7.9% | +6.7% | +8.7% |
| 1Y | +29.6% | +11.2% | +18.4% | +21.2% |
| 3Y | +190.6% | +82.6% | +107.9% | +126.2% |
| 5Y | +67.1% | +192.7% | -125.6% | +7.7% |
| 10Y | +237.0% | +144.7% | +92.3% | +120.0% |
| All | +328.7% | +121.6% | +207.1% | +156.1% |
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