+165.9%
CVE vs ITUB
+188.9%
-23.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.5% | -0.9% |
| 7D | +2.5% | +8.7% | -6.2% | -1.3% |
| 30D | +16.7% | -0.7% | +17.4% | +16.6% |
| 3M | +9.3% | +7.8% | +1.5% | +5.0% |
| 6M | +43.6% | -3.4% | +47.0% | +42.7% |
| YTD | +93.6% | +16.3% | +77.3% | +75.8% |
| 1Y | +98.8% | +29.8% | +68.9% | +70.6% |
| 3Y | +73.6% | +111.1% | -37.5% | +14.3% |
| 5Y | +312.5% | +173.6% | +138.9% | +122.5% |
| All | +165.9% | +188.9% | -23.0% | +39.7% |
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