+340.4%
CG vs ITUB
+224.9%
+115.5%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.0% | -4.1% | -2.7% |
| 7D | -1.3% | +8.2% | -9.5% | -3.6% |
| 30D | -3.2% | +4.7% | -7.9% | -4.6% |
| 3M | +6.2% | +13.0% | -6.8% | +2.2% |
| 6M | -4.7% | +4.2% | -8.8% | -6.1% |
| YTD | -20.6% | +18.6% | -39.2% | -24.9% |
| 1Y | -26.4% | +31.3% | -57.6% | -32.5% |
| 3Y | +55.4% | +124.9% | -69.5% | +20.6% |
| 5Y | +9.8% | +195.6% | -185.8% | -23.3% |
| 10Y | +341.4% | +196.4% | +145.0% | +189.5% |
| All | +340.4% | +224.9% | +115.5% | +159.2% |
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