+6.1%
CMCSA vs ITUB
+220.1%
-214.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.2% | +0.1% |
| 7D | -4.9% | +2.2% | -7.1% | -5.2% |
| 30D | -1.1% | +12.6% | -13.7% | -3.3% |
| 3M | +6.6% | +6.4% | +0.2% | +5.1% |
| 6M | -15.5% | +0.6% | -16.1% | -16.0% |
| YTD | -6.7% | +18.8% | -25.5% | -10.5% |
| 1Y | -15.6% | +31.0% | -46.6% | -20.9% |
| 3Y | -33.7% | +118.1% | -151.8% | -44.6% |
| 5Y | -46.6% | +193.0% | -239.7% | -59.5% |
| All | +6.1% | +220.1% | -214.0% | -22.0% |
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