+78.8%
CNQ vs ITUB
+120.9%
-42.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -0.9% | -0.6% |
| 7D | +0.1% | +2.2% | -2.1% | -0.1% |
| 30D | +6.2% | +12.6% | -6.4% | +4.8% |
| 3M | +12.4% | +6.4% | +6.0% | +11.3% |
| 6M | +9.0% | +0.6% | +8.4% | +8.4% |
| YTD | +52.2% | +18.8% | +33.4% | +45.6% |
| 1Y | +65.0% | +31.0% | +34.0% | +54.2% |
| 3Y | +78.8% | +118.1% | -39.2% | +53.6% |
| All | +78.8% | +120.9% | -42.0% | +53.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling