+68.0%
CNH vs ITUB
+194.2%
-126.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.9% | +4.9% | +4.3% |
| 7D | +23.3% | +8.7% | +14.6% | +20.1% |
| 30D | +33.5% | -0.7% | +34.1% | +33.7% |
| 3M | +32.7% | +7.8% | +24.9% | +29.2% |
| 6M | +22.2% | -3.4% | +25.6% | +23.1% |
| YTD | +57.7% | +16.3% | +41.4% | +49.2% |
| 1Y | +28.0% | +29.8% | -1.8% | +16.3% |
| 3Y | +11.5% | +111.1% | -99.5% | -15.1% |
| 5Y | +11.9% | +173.6% | -161.7% | -24.3% |
| 10Y | +162.8% | +193.2% | -30.5% | +63.5% |
| All | +68.0% | +194.2% | -126.2% | -4.5% |
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 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