+129.9%
CHRW vs ITUB
+175.8%
-45.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -0.2% |
| 7D | +7.3% | +1.9% | +5.4% | +7.1% |
| 30D | -3.6% | -22.2% | +18.6% | -1.2% |
| 3M | -9.6% | +2.7% | -12.3% | -10.8% |
| 6M | -17.0% | -3.0% | -14.0% | -17.8% |
| YTD | -15.4% | +7.5% | -22.9% | -17.3% |
| 1Y | -10.0% | +10.5% | -20.5% | -12.4% |
| 3Y | +82.2% | +81.0% | +1.2% | +64.9% |
| 5Y | +59.4% | +181.8% | -122.5% | +34.2% |
| All | +129.9% | +175.8% | -45.8% | +94.5% |
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