+138.1%
CMS vs ITUB
+154.1%
-15.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.6% | +0.6% |
| 7D | +0.5% | +4.9% | -4.4% | 0.0% |
| 30D | +7.4% | -27.2% | +34.6% | +10.7% |
| 3M | +1.9% | -6.1% | +8.0% | +1.9% |
| 6M | -2.3% | -10.7% | +8.3% | -1.9% |
| YTD | +3.0% | +5.5% | -2.6% | +1.2% |
| 1Y | -2.8% | +7.8% | -10.6% | -4.8% |
| 3Y | +37.9% | +75.0% | -37.1% | +26.8% |
| 5Y | +34.0% | +178.6% | -144.6% | +14.9% |
| 10Y | +138.1% | +162.9% | -24.7% | +97.5% |
| All | +138.1% | +154.1% | -15.9% | +97.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling