-3.1%
CMG vs ITUB
+186.2%
-189.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | -2.1% | +2.2% | -4.3% | -2.4% |
| 30D | +10.9% | +12.6% | -1.7% | +8.5% |
| 3M | +15.8% | +6.4% | +9.4% | +14.6% |
| 6M | +6.9% | +0.6% | +6.4% | +6.6% |
| YTD | -2.2% | +18.8% | -21.0% | -5.2% |
| 1Y | -7.1% | +31.0% | -38.1% | -11.5% |
| 3Y | -7.1% | +118.1% | -125.2% | -19.3% |
| All | -3.1% | +186.2% | -189.2% | -21.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling