+125.4%
CHD vs ITUB
+220.1%
-94.7%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.1% | +0.2% |
| 7D | -4.5% | +2.2% | -6.7% | -4.6% |
| 30D | -6.7% | +12.6% | -19.3% | -7.4% |
| 3M | -2.7% | +6.4% | -9.1% | -3.2% |
| 6M | -4.9% | +0.6% | -5.5% | -5.1% |
| YTD | +13.3% | +18.8% | -5.5% | +11.9% |
| 1Y | +1.0% | +31.0% | -30.0% | -0.9% |
| 3Y | +1.3% | +118.1% | -116.7% | -4.3% |
| 5Y | +20.8% | +193.0% | -172.2% | +10.4% |
| All | +125.4% | +220.1% | -94.7% | +95.0% |
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