+132.5%
CNP vs ITUB
+219.0%
-86.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.7% | -4.4% | -2.2% |
| 7D | -2.2% | +1.0% | -3.1% | -2.4% |
| 30D | -2.1% | +10.7% | -12.8% | -4.3% |
| 3M | -7.9% | +10.1% | -18.0% | -10.1% |
| 6M | -8.3% | -0.1% | -8.2% | -8.9% |
| YTD | +3.8% | +18.4% | -14.6% | -1.2% |
| 1Y | +5.9% | +31.3% | -25.4% | -1.7% |
| 3Y | +49.3% | +124.6% | -75.3% | +19.7% |
| 5Y | +69.3% | +192.0% | -122.7% | +22.3% |
| All | +132.5% | +219.0% | -86.4% | +55.2% |
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