+117.7%
CMS vs ITUB
+219.0%
-101.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.7% | -3.4% | -1.0% |
| 7D | -1.3% | +1.0% | -2.3% | -1.4% |
| 30D | -2.8% | +10.7% | -13.5% | -4.0% |
| 3M | -7.1% | +10.1% | -17.2% | -8.3% |
| 6M | -10.0% | -0.1% | -9.9% | -10.3% |
| YTD | -0.9% | +18.4% | -19.4% | -3.4% |
| 1Y | -2.0% | +31.3% | -33.3% | -5.7% |
| 3Y | +33.0% | +124.6% | -91.6% | +19.2% |
| 5Y | +24.3% | +192.0% | -167.7% | +6.1% |
| All | +117.7% | +219.0% | -101.2% | +73.5% |
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