+305.2%
CG vs ITUB
+220.1%
+85.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.8% |
| 7D | -9.9% | +2.2% | -12.1% | -10.5% |
| 30D | -11.7% | +12.6% | -24.3% | -15.2% |
| 3M | -4.3% | +6.4% | -10.7% | -6.6% |
| 6M | -8.8% | +0.6% | -9.4% | -9.3% |
| YTD | -26.9% | +18.8% | -45.7% | -31.5% |
| 1Y | -35.4% | +31.0% | -66.4% | -41.6% |
| 3Y | +43.0% | +118.1% | -75.0% | +7.9% |
| 5Y | +1.9% | +193.0% | -191.1% | -32.8% |
| All | +305.2% | +220.1% | +85.1% | +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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling