-40.3%
CPB vs ITUB
+175.8%
-216.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.2% | +1.0% | +3.1% |
| 7D | -1.6% | +1.9% | -3.5% | -1.6% |
| 30D | +19.2% | -22.2% | +41.4% | +20.5% |
| 3M | -0.9% | +2.7% | -3.7% | -1.5% |
| 6M | +15.2% | -3.0% | +18.2% | +14.8% |
| YTD | -13.1% | +7.5% | -20.6% | -14.1% |
| 1Y | -22.4% | +10.5% | -32.9% | -23.5% |
| 3Y | -35.3% | +81.0% | -116.3% | -38.5% |
| 5Y | -33.0% | +181.8% | -214.8% | -38.4% |
| All | -40.3% | +175.8% | -216.0% | -45.3% |
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