+3,083.4%
CP vs ITUB
+1,920.1%
+1,163.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.6% |
| 7D | -2.7% | +8.7% | -11.4% | -5.1% |
| 30D | +0.2% | -0.7% | +0.9% | +0.2% |
| 3M | +2.6% | +7.8% | -5.2% | -0.2% |
| 6M | +6.0% | -3.4% | +9.4% | +6.2% |
| YTD | +24.9% | +16.3% | +8.7% | +18.0% |
| 1Y | +20.1% | +29.8% | -9.7% | +9.4% |
| 3Y | +16.4% | +111.1% | -94.7% | -10.2% |
| 5Y | +31.7% | +173.6% | -141.8% | -9.9% |
| 10Y | +223.9% | +193.2% | +30.6% | +93.1% |
| All | +3,083.4% | +1,920.1% | +1,163.3% | +1,003.2% |
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