+134.5%
CVE vs ITUB
+131.3%
+3.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -1.1% |
| 7D | -16.1% | +3.7% | -19.8% | -17.5% |
| 30D | -10.4% | -24.1% | +13.7% | -1.4% |
| 3M | -2.4% | -9.6% | +7.2% | -1.9% |
| 6M | -4.4% | -11.5% | +7.1% | -3.7% |
| YTD | +64.9% | +5.5% | +59.4% | +50.8% |
| 1Y | +66.0% | +9.9% | +56.2% | +48.5% |
| 3Y | +57.7% | +84.8% | -27.1% | +6.8% |
| 5Y | +144.7% | +182.6% | -37.9% | +24.8% |
| All | +134.5% | +131.3% | +3.2% | +36.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling