-14.1%
CG vs ITUB
+9.0%
-23.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +3.3% | +1.3% | +4.0% |
| 7D | +9.4% | -1.6% | +11.1% | +9.7% |
| 30D | +8.7% | -26.6% | +35.3% | +14.2% |
| 3M | -15.0% | -11.1% | -3.9% | -15.5% |
| 6M | -13.2% | -13.1% | -0.1% | -13.4% |
| YTD | -26.2% | +3.9% | -30.0% | -28.1% |
| 1Y | -14.1% | +9.8% | -23.9% | -19.5% |
| All | -14.1% | +9.0% | -23.1% | -19.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling