+260.5%
CP vs ITUB
+175.8%
+84.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.6% | -0.9% |
| 7D | +2.1% | +1.9% | +0.3% | +1.7% |
| 30D | +9.3% | -22.2% | +31.5% | +14.5% |
| 3M | +0.5% | +2.7% | -2.2% | -1.7% |
| 6M | +10.4% | -3.0% | +13.4% | +9.1% |
| YTD | +28.7% | +7.5% | +21.2% | +23.6% |
| 1Y | +33.2% | +10.5% | +22.7% | +26.9% |
| 3Y | +38.4% | +81.0% | -42.6% | +15.6% |
| 5Y | +26.2% | +181.8% | -155.6% | -8.0% |
| All | +260.5% | +175.8% | +84.7% | +159.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling