+10.7%
CNH vs ITUB
+194.5%
-183.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.0% | -7.5% | -6.2% |
| 7D | +8.8% | +8.2% | +0.6% | +6.1% |
| 30D | +24.7% | +4.7% | +20.0% | +22.8% |
| 3M | +27.3% | +13.0% | +14.3% | +22.0% |
| 6M | +23.2% | +4.2% | +19.0% | +20.9% |
| YTD | +48.9% | +18.6% | +30.4% | +40.2% |
| 1Y | +19.4% | +31.3% | -11.8% | +8.4% |
| 3Y | +7.8% | +124.9% | -117.1% | -19.1% |
| All | +10.7% | +194.5% | -183.8% | -28.1% |
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