+3,994.3%
CMG vs ITUB
+399.3%
+3,595.0%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.8% | +0.3% | -1.9% |
| 7D | -6.5% | 0.0% | -6.5% | -6.5% |
| 30D | +12.1% | +2.6% | +9.5% | +11.4% |
| 3M | +20.6% | +8.4% | +12.2% | +18.4% |
| 6M | +2.1% | -0.5% | +2.6% | +2.0% |
| YTD | -2.6% | +15.3% | -17.9% | -6.2% |
| 1Y | -8.7% | +28.7% | -37.4% | -14.4% |
| 3Y | -7.4% | +118.7% | -126.0% | -24.2% |
| 5Y | -5.7% | +182.7% | -188.3% | -29.4% |
| 10Y | +322.3% | +207.6% | +114.7% | +179.9% |
| All | +3,994.3% | +399.3% | +3,595.0% | +1,638.4% |
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