+37.9%
CMS vs ITUB
+77.0%
-39.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.6% | +0.5% |
| 7D | +0.5% | +4.9% | -4.4% | +0.2% |
| 30D | +7.4% | -27.2% | +34.6% | +9.5% |
| 3M | +1.9% | -6.1% | +8.0% | +1.6% |
| 6M | -2.3% | -10.7% | +8.3% | -2.2% |
| YTD | +3.0% | +5.5% | -2.6% | +1.0% |
| 1Y | -2.8% | +7.8% | -10.6% | -4.9% |
| 3Y | +37.9% | +75.0% | -37.1% | +23.9% |
| All | +37.9% | +77.0% | -39.1% | +23.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling