-37.7%
CPB vs ITUB
+186.4%
-224.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.8% | +3.3% | +0.7% |
| 7D | -8.0% | 0.0% | -8.0% | -8.0% |
| 30D | -2.4% | +2.6% | -5.0% | -2.6% |
| 3M | +0.5% | +8.4% | -7.9% | -0.1% |
| 6M | -10.5% | -0.5% | -9.9% | -10.6% |
| YTD | -17.5% | +15.3% | -32.8% | -18.8% |
| 1Y | -31.0% | +28.7% | -59.7% | -32.8% |
| 3Y | -40.6% | +118.7% | -159.3% | -45.0% |
| 5Y | -37.7% | +182.7% | -220.4% | -44.3% |
| All | -37.7% | +186.4% | -224.1% | -44.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling