-50.5%
CPNG vs ITUB
+186.2%
-236.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.4% | +2.7% | +2.9% |
| 7D | -1.1% | +2.2% | -3.3% | -1.9% |
| 30D | -7.4% | +12.6% | -20.0% | -11.1% |
| 3M | -12.3% | +6.4% | -18.8% | -14.5% |
| 6M | -19.4% | +0.6% | -20.0% | -19.9% |
| YTD | -35.9% | +18.8% | -54.8% | -39.8% |
| 1Y | -53.4% | +31.0% | -84.4% | -57.8% |
| 3Y | -20.0% | +118.1% | -138.1% | -40.3% |
| All | -50.5% | +186.2% | -236.6% | -67.6% |
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