+43.6%
CVE vs ITUB
-2.8%
+46.4%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.5% | -1.5% |
| 7D | +2.5% | +8.7% | -6.2% | +4.2% |
| 30D | +16.7% | -0.7% | +17.4% | +16.6% |
| 3M | +9.3% | +7.8% | +1.5% | +11.4% |
| 6M | +43.6% | -3.4% | +47.0% | +41.8% |
| All | +43.6% | -2.8% | +46.4% | +41.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling