+95.2%
CNC vs ITUB
+220.1%
-124.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.5% |
| 7D | -0.9% | +2.2% | -3.1% | -1.4% |
| 30D | -1.0% | +12.6% | -13.6% | -3.3% |
| 3M | +4.5% | +6.4% | -1.9% | +3.1% |
| 6M | +85.2% | +0.6% | +84.6% | +83.8% |
| YTD | +61.4% | +18.8% | +42.6% | +53.9% |
| 1Y | +94.9% | +31.0% | +63.9% | +81.9% |
| 3Y | 0.0% | +118.1% | -118.1% | -17.7% |
| 5Y | +11.2% | +193.0% | -181.8% | -17.4% |
| All | +95.2% | +220.1% | -124.9% | +37.5% |
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