-46.9%
CPB vs ITUB
+219.0%
-265.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.7% | -7.0% | -4.5% |
| 7D | -5.4% | +1.0% | -6.4% | -5.4% |
| 30D | -7.8% | +10.7% | -18.5% | -8.4% |
| 3M | -6.9% | +10.1% | -17.0% | -7.6% |
| 6M | -12.2% | -0.1% | -12.1% | -12.3% |
| YTD | -21.1% | +18.4% | -39.5% | -22.2% |
| 1Y | -33.5% | +31.3% | -64.8% | -35.0% |
| 3Y | -43.2% | +124.6% | -167.8% | -46.7% |
| 5Y | -40.9% | +192.0% | -232.9% | -45.9% |
| All | -46.9% | +219.0% | -265.8% | -53.7% |
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