+653.8%
CNP vs ITUB
+1,728.2%
-1,074.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | +0.4% |
| 7D | +2.5% | +1.1% | +1.4% | +2.2% |
| 30D | +4.0% | -25.4% | +29.5% | +9.6% |
| 3M | +1.6% | -0.3% | +1.9% | +0.4% |
| 6M | -1.7% | -8.0% | +6.3% | -1.5% |
| YTD | +8.6% | +5.2% | +3.4% | +5.1% |
| 1Y | +5.8% | +7.4% | -1.6% | +1.8% |
| 3Y | +63.0% | +74.5% | -11.5% | +39.4% |
| 5Y | +74.7% | +175.8% | -101.2% | +31.8% |
| 10Y | +143.7% | +164.4% | -20.7% | +74.1% |
| All | +653.8% | +1,728.2% | -1,074.3% | +223.0% |
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