+630.3%
CNP vs ITUB
+1,920.1%
-1,289.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.6% |
| 7D | +1.1% | +8.7% | -7.6% | -0.7% |
| 30D | -1.8% | -0.7% | -1.1% | -1.8% |
| 3M | -4.6% | +7.8% | -12.4% | -6.4% |
| 6M | -8.8% | -3.4% | -5.4% | -8.8% |
| YTD | +5.2% | +16.3% | -11.0% | +1.0% |
| 1Y | +8.3% | +29.8% | -21.5% | +1.3% |
| 3Y | +54.9% | +111.1% | -56.2% | +28.6% |
| 5Y | +73.5% | +173.6% | -100.1% | +32.3% |
| 10Y | +139.1% | +193.2% | -54.1% | +68.8% |
| All | +630.3% | +1,920.1% | -1,289.8% | +210.2% |
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 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