+66.2%
CPB vs ITUB
+1,920.1%
-1,853.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.9% | -2.5% | -3.3% |
| 7D | -8.6% | +8.7% | -17.3% | -9.3% |
| 30D | -7.2% | -0.7% | -6.6% | -7.2% |
| 3M | +0.9% | +7.8% | -6.9% | +0.1% |
| 6M | -11.8% | -3.4% | -8.4% | -11.8% |
| YTD | -19.4% | +16.3% | -35.7% | -20.9% |
| 1Y | -30.4% | +29.8% | -60.2% | -32.4% |
| 3Y | -40.2% | +111.1% | -151.2% | -44.9% |
| 5Y | -39.5% | +173.6% | -213.1% | -46.3% |
| 10Y | -47.4% | +193.2% | -240.6% | -55.6% |
| All | +66.2% | +1,920.1% | -1,853.9% | +17.0% |
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