+3,015.3%
CVNA vs ITUB
+145.1%
+2,870.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.8% |
| 7D | -7.3% | +2.2% | -9.5% | -8.3% |
| 30D | -4.6% | +12.6% | -17.2% | -9.6% |
| 3M | +2.0% | +6.4% | -4.4% | -1.7% |
| 6M | +11.7% | +0.6% | +11.1% | +10.4% |
| YTD | -18.1% | +18.8% | -36.9% | -25.1% |
| 1Y | -2.4% | +31.0% | -33.4% | -14.9% |
| 3Y | +580.6% | +118.1% | +462.5% | +372.1% |
| 5Y | +4.9% | +193.0% | -188.2% | -37.9% |
| All | +3,015.3% | +145.1% | +2,870.2% | +1,718.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling