+35.5%
CP vs ITUB
+77.0%
-41.5%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +2.0% | 0.0% |
| 7D | +2.8% | +4.9% | -2.1% | +2.2% |
| 30D | +11.0% | -27.2% | +38.3% | +15.4% |
| 3M | +3.8% | -6.1% | +10.0% | +3.1% |
| 6M | +9.5% | -10.7% | +20.2% | +9.5% |
| YTD | +28.2% | +5.5% | +22.7% | +23.3% |
| 1Y | +33.0% | +7.8% | +25.1% | +27.1% |
| 3Y | +35.5% | +75.0% | -39.4% | +14.4% |
| All | +35.5% | +77.0% | -41.5% | +14.4% |
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 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