+3,265.8%
CVNA vs ITUB
+144.5%
+3,121.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.8% | -0.7% |
| 7D | +3.5% | +8.2% | -4.7% | -0.1% |
| 30D | +5.5% | +4.7% | +0.8% | +3.2% |
| 3M | +7.6% | +13.0% | -5.4% | +1.0% |
| 6M | +17.6% | +4.2% | +13.4% | +14.5% |
| YTD | -11.5% | +18.6% | -30.0% | -18.9% |
| 1Y | +0.4% | +31.3% | -30.9% | -12.5% |
| 3Y | +695.6% | +124.9% | +570.7% | +445.8% |
| 5Y | +13.6% | +195.6% | -182.0% | -33.0% |
| All | +3,265.8% | +144.5% | +3,121.2% | +1,868.7% |
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