+301.6%
CHTR vs ITUB
+123.1%
+178.5%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.7% | +2.3% | +4.5% |
| 7D | -7.1% | +1.0% | -8.1% | -7.3% |
| 30D | -10.9% | +10.7% | -21.6% | -12.3% |
| 3M | +2.0% | +10.1% | -8.1% | +0.3% |
| 6M | -35.9% | -0.1% | -35.8% | -36.1% |
| YTD | -32.7% | +18.4% | -51.1% | -34.9% |
| 1Y | -46.6% | +31.3% | -77.8% | -49.3% |
| 3Y | -66.7% | +124.6% | -191.3% | -71.4% |
| 5Y | -82.1% | +192.0% | -274.1% | -85.6% |
| 10Y | -46.8% | +216.0% | -262.7% | -60.3% |
| All | +301.6% | +123.1% | +178.5% | +185.3% |
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