+41.0%
CVS vs ITUB
+219.0%
-178.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.7% | -2.8% | -0.5% |
| 7D | -2.0% | +1.0% | -2.9% | -2.1% |
| 30D | +1.9% | +10.7% | -8.8% | +0.1% |
| 3M | -2.2% | +10.1% | -12.2% | -3.9% |
| 6M | +26.7% | -0.1% | +26.9% | +26.1% |
| YTD | +22.9% | +18.4% | +4.5% | +18.2% |
| 1Y | +32.9% | +31.3% | +1.6% | +25.4% |
| 3Y | +62.3% | +124.6% | -62.3% | +37.4% |
| 5Y | +34.2% | +192.0% | -157.7% | +5.7% |
| All | +41.0% | +219.0% | -178.0% | +8.8% |
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