+130.1%
CVE vs ITUB
+143.4%
-13.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.3% | -1.8% | -0.4% |
| 7D | -10.1% | +5.5% | -15.6% | -12.2% |
| 30D | -12.1% | -25.6% | +13.5% | -2.4% |
| 3M | -1.9% | -4.7% | +2.8% | -3.6% |
| 6M | -1.8% | -8.6% | +6.8% | -2.4% |
| YTD | +65.8% | +7.9% | +57.8% | +50.1% |
| 1Y | +60.8% | +11.2% | +49.6% | +43.1% |
| 3Y | +70.1% | +82.6% | -12.5% | +16.0% |
| 5Y | +134.8% | +192.7% | -58.0% | +17.5% |
| 10Y | +130.1% | +144.7% | -14.6% | +30.5% |
| All | +130.1% | +143.4% | -13.3% | +30.5% |
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