+6,781.2%
CME vs ITUB
+3,849.5%
+2,931.7%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | 0.0% |
| 7D | -1.6% | +8.7% | -10.3% | -4.0% |
| 30D | +6.2% | -0.7% | +6.9% | +6.2% |
| 3M | +10.4% | +7.8% | +2.6% | +7.6% |
| 6M | -9.5% | -3.4% | -6.1% | -9.8% |
| YTD | +6.0% | +16.3% | -10.3% | -0.2% |
| 1Y | +9.3% | +29.8% | -20.6% | -0.7% |
| 3Y | +57.7% | +111.1% | -53.4% | +21.0% |
| 5Y | +77.7% | +173.6% | -95.9% | +20.2% |
| 10Y | +281.2% | +193.2% | +88.0% | +120.3% |
| All | +6,781.2% | +3,849.5% | +2,931.7% | +1,606.2% |
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 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