-70.0%
CPNG vs ITUB
+217.2%
-287.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.4% | +0.6% |
| 7D | -7.6% | 0.0% | -7.6% | -7.6% |
| 30D | -8.8% | +2.6% | -11.4% | -9.8% |
| 3M | -7.2% | +8.4% | -15.7% | -9.9% |
| 6M | -21.5% | -0.5% | -21.0% | -21.6% |
| YTD | -37.4% | +15.3% | -52.7% | -40.6% |
| 1Y | -54.3% | +28.7% | -83.1% | -58.2% |
| 3Y | -20.3% | +118.7% | -139.0% | -39.9% |
| 5Y | -51.2% | +182.7% | -233.9% | -67.3% |
| All | -70.0% | +217.2% | -287.2% | -80.1% |
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