+7,715.0%
CME vs ITUB
+3,551.9%
+4,163.1%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | +0.2% |
| 7D | +3.9% | +1.9% | +2.1% | +3.4% |
| 30D | +11.3% | -22.2% | +33.5% | +18.1% |
| 3M | +19.6% | +2.7% | +16.8% | +16.5% |
| 6M | +8.1% | -3.0% | +11.0% | +6.5% |
| YTD | +20.4% | +7.5% | +12.9% | +14.0% |
| 1Y | +16.5% | +10.5% | +6.0% | +9.3% |
| 3Y | +66.4% | +81.0% | -14.6% | +31.6% |
| 5Y | +74.5% | +181.8% | -107.3% | +15.7% |
| 10Y | +308.5% | +170.2% | +138.3% | +139.8% |
| All | +7,715.0% | +3,551.9% | +4,163.1% | +1,848.3% |
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