+330.5%
CFG vs ITUB
+121.3%
+209.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.3% | +0.2% |
| 7D | -0.8% | +3.7% | -4.5% | -2.0% |
| 30D | +3.1% | -24.9% | +28.0% | +12.0% |
| 3M | -9.7% | +0.8% | -10.5% | -11.9% |
| 6M | +6.7% | -6.6% | +13.3% | +6.5% |
| YTD | +15.2% | +7.8% | +7.4% | +9.2% |
| 1Y | +28.8% | +7.4% | +21.4% | +21.9% |
| 3Y | +190.1% | +78.8% | +111.3% | +127.5% |
| 5Y | +63.4% | +179.9% | -116.5% | +6.9% |
| 10Y | +219.8% | +170.9% | +48.9% | +106.2% |
| All | +330.5% | +121.3% | +209.2% | +157.3% |
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 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