+159.5%
CVE vs ITUB
+181.1%
-21.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | +0.2% |
| 7D | +5.9% | +1.9% | +4.0% | +5.5% |
| 30D | -10.9% | -22.2% | +11.3% | -6.7% |
| 3M | -4.5% | +2.7% | -7.2% | -7.3% |
| 6M | -1.0% | -3.0% | +2.0% | -2.9% |
| YTD | +74.7% | +7.5% | +67.2% | +64.0% |
| 1Y | +65.8% | +10.5% | +55.4% | +54.0% |
| 3Y | +73.2% | +81.0% | -7.8% | +35.5% |
| All | +159.5% | +181.1% | -21.7% | +50.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling