+3,194.8%
CP vs ITUB
+1,728.2%
+1,466.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.3% | +1.6% |
| 7D | +0.9% | +1.1% | -0.2% | +0.5% |
| 30D | +10.3% | -25.4% | +35.8% | +19.0% |
| 3M | +2.3% | -0.3% | +2.6% | +0.4% |
| 6M | +10.7% | -8.0% | +18.7% | +10.8% |
| YTD | +29.3% | +5.2% | +24.1% | +23.6% |
| 1Y | +31.5% | +7.4% | +24.0% | +24.6% |
| 3Y | +36.7% | +74.5% | -37.8% | +9.8% |
| 5Y | +26.8% | +175.8% | -149.0% | -14.6% |
| 10Y | +260.1% | +164.4% | +95.7% | +118.6% |
| All | +3,194.8% | +1,728.2% | +1,466.6% | +1,055.1% |
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