+105.2%
CNH vs ITUB
+175.8%
-70.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.7% | -1.2% |
| 7D | +3.0% | +1.9% | +1.1% | +2.5% |
| 30D | -0.6% | -22.2% | +21.6% | +7.3% |
| 3M | +14.6% | +2.7% | +11.9% | +11.1% |
| 6M | +11.8% | -3.0% | +14.7% | +10.0% |
| YTD | +30.4% | +7.5% | +22.9% | +23.2% |
| 1Y | +19.1% | +10.5% | +8.6% | +11.0% |
| 3Y | +30.2% | +81.0% | -50.8% | -0.6% |
| 5Y | -17.8% | +181.8% | -199.6% | -49.0% |
| All | +105.2% | +175.8% | -70.6% | +29.7% |
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