+519.3%
CMS vs ITUB
+1,920.1%
-1,400.7%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | 0.0% |
| 7D | +0.4% | +8.7% | -8.3% | -1.2% |
| 30D | -3.6% | -0.7% | -2.9% | -3.6% |
| 3M | -1.9% | +7.8% | -9.7% | -3.5% |
| 6M | -11.0% | -3.4% | -7.6% | -10.9% |
| YTD | +0.2% | +16.3% | -16.1% | -3.4% |
| 1Y | -1.3% | +29.8% | -31.1% | -6.9% |
| 3Y | +35.9% | +111.1% | -75.1% | +15.4% |
| 5Y | +23.1% | +173.6% | -150.5% | -3.4% |
| 10Y | +117.9% | +193.2% | -75.3% | +54.3% |
| All | +519.3% | +1,920.1% | -1,400.7% | +94.4% |
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