+143.5%
CVE vs ITUB
+176.3%
-32.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.2% | +0.5% | +1.8% |
| 7D | +0.1% | +3.7% | -3.6% | -1.4% |
| 30D | -10.8% | -24.9% | +14.1% | -1.3% |
| 3M | -4.3% | +0.8% | -5.1% | -8.2% |
| 6M | -1.5% | -6.6% | +5.2% | -2.9% |
| YTD | +70.7% | +7.8% | +62.9% | +54.6% |
| 1Y | +58.1% | +7.4% | +50.7% | +42.9% |
| 3Y | +69.8% | +78.8% | -8.9% | +16.9% |
| 5Y | +148.9% | +179.9% | -31.0% | +27.3% |
| 10Y | +143.5% | +170.9% | -27.4% | +34.1% |
| All | +143.5% | +176.3% | -32.7% | +34.1% |
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 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