+6.1%
CVNA vs ITUB
+186.2%
-180.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -9.7% |
| 3M | +2.0% | +6.4% | -4.4% | -1.9% |
| 6M | +11.7% | +0.6% | +11.1% | +10.3% |
| YTD | -18.1% | +18.8% | -36.9% | -25.4% |
| 1Y | -2.4% | +31.0% | -33.4% | -15.5% |
| 3Y | +580.6% | +118.1% | +462.5% | +365.2% |
| All | +6.1% | +186.2% | -180.1% | -32.2% |
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