+5.5%
CG vs ITUB
+186.4%
-180.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.8% | -1.2% | -3.1% |
| 7D | -6.4% | 0.0% | -6.4% | -6.4% |
| 30D | -7.1% | +2.6% | -9.6% | -8.0% |
| 3M | -1.6% | +8.4% | -10.0% | -4.5% |
| 6M | -8.3% | -0.5% | -7.8% | -8.5% |
| YTD | -23.8% | +15.3% | -39.1% | -27.7% |
| 1Y | -28.7% | +28.7% | -57.5% | -34.9% |
| 3Y | +49.2% | +118.7% | -69.5% | +14.0% |
| 5Y | +5.5% | +182.7% | -177.2% | -28.6% |
| All | +5.5% | +186.4% | -180.8% | -28.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling