+3,967.3%
CNC vs ITUB
+1,902.7%
+2,064.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.0% | -0.2% |
| 7D | -4.9% | 0.0% | -4.9% | -4.9% |
| 30D | -3.8% | +2.6% | -6.3% | -4.3% |
| 3M | -3.2% | +8.4% | -11.7% | -5.0% |
| 6M | +47.9% | -0.5% | +48.4% | +46.9% |
| YTD | +55.7% | +15.3% | +40.4% | +49.4% |
| 1Y | +106.2% | +28.7% | +77.5% | +93.2% |
| 3Y | -2.1% | +118.7% | -120.7% | -19.3% |
| 5Y | +3.4% | +182.7% | -179.3% | -21.6% |
| 10Y | +91.7% | +207.6% | -115.9% | +33.3% |
| All | +3,967.3% | +1,902.7% | +2,064.6% | +1,386.8% |
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