+66.0%
CVE vs ITUB
+8.7%
+57.3%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -0.5% |
| 7D | -16.1% | +3.7% | -19.8% | -16.0% |
| 30D | -10.4% | -24.1% | +13.7% | -10.9% |
| 3M | -2.4% | -9.6% | +7.2% | -2.2% |
| 6M | -4.4% | -11.5% | +7.1% | -4.1% |
| YTD | +64.9% | +5.5% | +59.4% | +59.0% |
| 1Y | +66.0% | +9.9% | +56.2% | +59.4% |
| All | +66.0% | +8.7% | +57.3% | +59.4% |
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