+178.3%
CHRW vs ITUB
+220.1%
-41.8%
-40.6%
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 | +3.5% | +2.2% | +1.3% | +3.2% |
| 30D | +4.6% | +12.6% | -8.0% | +3.0% |
| 3M | -19.7% | +6.4% | -26.1% | -20.6% |
| 6M | -12.4% | +0.6% | -13.0% | -12.8% |
| YTD | -3.9% | +18.8% | -22.7% | -6.3% |
| 1Y | +18.4% | +31.0% | -12.6% | +13.8% |
| 3Y | +88.8% | +118.1% | -29.2% | +68.8% |
| 5Y | +93.5% | +193.0% | -99.5% | +64.0% |
| All | +178.3% | +220.1% | -41.8% | +129.7% |
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