+24.1%
CMS vs ITUB
+181.4%
-157.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | +0.3% |
| 7D | +1.2% | +8.2% | -7.0% | +0.6% |
| 30D | -3.2% | +4.7% | -7.9% | -3.5% |
| 3M | -2.2% | +13.0% | -15.2% | -3.3% |
| 6M | -9.4% | +4.2% | -13.6% | -9.9% |
| YTD | +0.7% | +18.6% | -17.9% | -1.0% |
| 1Y | +0.4% | +31.3% | -30.9% | -2.3% |
| 3Y | +35.2% | +124.9% | -89.7% | +25.6% |
| 5Y | +24.1% | +195.6% | -171.5% | +14.6% |
| All | +24.1% | +181.4% | -157.3% | +14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling