+2,405.2%
CHD vs ITUB
+1,959.7%
+445.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.0% | -4.0% | -2.2% |
| 7D | -2.9% | +8.2% | -11.2% | -3.7% |
| 30D | -6.2% | +4.7% | -10.9% | -6.7% |
| 3M | +1.6% | +13.0% | -11.5% | +0.3% |
| 6M | -3.5% | +4.2% | -7.7% | -4.1% |
| YTD | +16.2% | +18.6% | -2.3% | +13.9% |
| 1Y | +3.4% | +31.3% | -27.9% | +0.2% |
| 3Y | +4.6% | +124.9% | -120.3% | -4.5% |
| 5Y | +21.1% | +195.6% | -174.5% | +6.0% |
| 10Y | +126.5% | +196.4% | -69.8% | +89.5% |
| All | +2,405.2% | +1,959.7% | +445.5% | +1,646.1% |
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