+8,960.5%
CMI vs ITUB
+1,957.2%
+7,003.2%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.7% | -3.6% | -1.9% |
| 7D | +0.8% | +1.0% | -0.1% | +0.4% |
| 30D | -12.8% | +10.7% | -23.5% | -16.4% |
| 3M | -12.4% | +10.1% | -22.5% | -16.0% |
| 6M | -0.9% | -0.1% | -0.8% | -1.4% |
| YTD | +8.9% | +18.4% | -9.6% | +1.0% |
| 1Y | +37.7% | +31.3% | +6.4% | +22.2% |
| 3Y | +148.9% | +124.6% | +24.2% | +73.8% |
| 5Y | +164.4% | +192.0% | -27.6% | +57.9% |
| 10Y | +506.9% | +216.0% | +291.0% | +194.3% |
| All | +8,960.5% | +1,957.2% | +7,003.2% | +2,311.7% |
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 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