+135.5%
CVE vs ITUB
+184.7%
-49.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -0.9% |
| 7D | -16.1% | +3.7% | -19.8% | -16.8% |
| 30D | -10.4% | -24.1% | +13.7% | -5.8% |
| 3M | -2.4% | -9.6% | +7.2% | -2.2% |
| 6M | -4.4% | -11.5% | +7.1% | -4.0% |
| YTD | +64.9% | +5.5% | +59.4% | +55.5% |
| 1Y | +66.0% | +9.9% | +56.2% | +54.3% |
| 3Y | +57.7% | +84.8% | -27.1% | +22.5% |
| All | +135.5% | +184.7% | -49.2% | +35.8% |
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