+69.9%
CNP vs ITUB
+186.4%
-116.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +1.9% | -0.6% |
| 7D | +0.7% | 0.0% | +0.7% | +0.7% |
| 30D | -0.1% | +2.6% | -2.6% | -0.4% |
| 3M | -5.6% | +8.4% | -14.0% | -6.6% |
| 6M | -7.5% | -0.5% | -6.9% | -7.7% |
| YTD | +5.5% | +15.3% | -9.8% | +3.1% |
| 1Y | +8.3% | +28.7% | -20.4% | +4.4% |
| 3Y | +51.8% | +118.7% | -66.9% | +34.8% |
| 5Y | +69.9% | +182.7% | -112.8% | +42.4% |
| All | +69.9% | +186.4% | -116.5% | +42.4% |
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