+658.3%
CNP vs ITUB
+1,767.9%
-1,109.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.6% | +0.1% |
| 7D | +1.3% | +1.9% | -0.6% | +0.9% |
| 30D | +3.8% | -22.2% | +26.0% | +8.5% |
| 3M | +2.4% | +2.7% | -0.3% | +0.5% |
| 6M | -1.2% | -3.0% | +1.8% | -2.1% |
| YTD | +9.3% | +7.5% | +1.8% | +5.3% |
| 1Y | +6.4% | +10.5% | -4.0% | +1.8% |
| 3Y | +66.4% | +81.0% | -14.6% | +41.2% |
| 5Y | +75.7% | +181.8% | -106.1% | +32.0% |
| 10Y | +145.1% | +170.2% | -25.0% | +74.3% |
| All | +658.3% | +1,767.9% | -1,109.6% | +223.4% |
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 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