+219.2%
CVX vs ITUB
+220.1%
-0.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | +2.6% | +2.2% | +0.4% | +1.9% |
| 30D | +9.8% | +12.6% | -2.8% | +6.0% |
| 3M | +16.2% | +6.4% | +9.8% | +13.7% |
| 6M | +13.6% | +0.6% | +13.0% | +12.0% |
| YTD | +44.4% | +18.8% | +25.5% | +34.3% |
| 1Y | +40.6% | +31.0% | +9.6% | +26.5% |
| 3Y | +48.2% | +118.1% | -69.9% | +10.4% |
| 5Y | +172.3% | +193.0% | -20.8% | +74.6% |
| All | +219.2% | +220.1% | -0.9% | +90.9% |
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