+73.2%
CVE vs ITUB
+9.0%
+64.1%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +3.3% | -10.9% | -7.5% |
| 7D | -12.1% | -1.6% | -10.5% | -12.1% |
| 30D | -9.8% | -26.6% | +16.8% | -10.5% |
| 3M | -0.7% | -11.1% | +10.4% | -0.6% |
| 6M | -4.3% | -13.1% | +8.8% | -4.1% |
| YTD | +70.6% | +3.9% | +66.7% | +64.6% |
| 1Y | +73.2% | +9.8% | +63.4% | +63.9% |
| All | +73.2% | +9.0% | +64.1% | +63.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling