-81.6%
CHTR vs ITUB
+186.2%
-267.8%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.4% | +3.3% | +3.6% |
| 7D | -4.1% | +2.2% | -6.3% | -4.4% |
| 30D | -3.0% | +12.6% | -15.6% | -4.7% |
| 3M | +4.8% | +6.4% | -1.6% | +3.5% |
| 6M | -35.0% | +0.6% | -35.6% | -35.3% |
| YTD | -30.2% | +18.8% | -49.0% | -32.6% |
| 1Y | -44.8% | +31.0% | -75.8% | -47.7% |
| 3Y | -66.6% | +118.1% | -184.6% | -70.9% |
| All | -81.6% | +186.2% | -267.8% | -85.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling