+1.8%
CMCSA vs ITUB
+9.0%
-7.2%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +3.3% | +1.7% | +4.8% |
| 7D | +15.2% | -1.6% | +16.8% | +15.3% |
| 30D | +17.0% | -26.6% | +43.6% | +18.7% |
| 3M | +1.2% | -11.1% | +12.3% | +1.7% |
| 6M | -5.5% | -13.1% | +7.6% | -5.3% |
| YTD | -6.5% | +3.9% | -10.4% | -5.4% |
| 1Y | +1.8% | +9.8% | -7.9% | +1.1% |
| All | +1.8% | +9.0% | -7.2% | +1.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling