+34.2%
CVS vs ITUB
+185.6%
-151.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.7% | -2.8% | -0.4% |
| 7D | -2.0% | +1.0% | -2.9% | -2.1% |
| 30D | +1.9% | +10.7% | -8.8% | +0.7% |
| 3M | -2.2% | +10.1% | -12.2% | -3.3% |
| 6M | +26.7% | -0.1% | +26.9% | +26.3% |
| YTD | +22.9% | +18.4% | +4.5% | +19.1% |
| 1Y | +32.9% | +31.3% | +1.6% | +26.9% |
| 3Y | +62.3% | +124.6% | -62.3% | +42.3% |
| 5Y | +34.2% | +192.0% | -157.7% | +12.0% |
| All | +34.2% | +185.6% | -151.4% | +12.0% |
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