+61.8%
CVE vs ITUB
+109.4%
-47.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -1.1% |
| 7D | -16.1% | +3.7% | -19.8% | -17.5% |
| 30D | -10.4% | -24.1% | +13.7% | -1.3% |
| 3M | -2.4% | -9.6% | +7.2% | -1.7% |
| 6M | -4.4% | -11.5% | +7.1% | -3.5% |
| YTD | +64.9% | +5.5% | +59.4% | +51.7% |
| 1Y | +66.0% | +9.9% | +56.2% | +49.5% |
| 3Y | +57.7% | +84.8% | -27.1% | +9.2% |
| 5Y | +144.7% | +182.6% | -37.9% | +31.9% |
| 10Y | +139.2% | +141.7% | -2.5% | +31.6% |
| All | +61.8% | +109.4% | -47.6% | -19.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling