+1,164.0%
CVX vs ITUB
+1,959.7%
-795.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.4% | 0.0% |
| 7D | -0.6% | +8.2% | -8.8% | -2.8% |
| 30D | +13.4% | +4.7% | +8.7% | +11.8% |
| 3M | +11.8% | +13.0% | -1.2% | +7.6% |
| 6M | +12.4% | +4.2% | +8.3% | +9.7% |
| YTD | +41.5% | +18.6% | +22.9% | +32.3% |
| 1Y | +41.6% | +31.3% | +10.4% | +28.2% |
| 3Y | +42.2% | +124.9% | -82.6% | +7.5% |
| 5Y | +166.0% | +195.6% | -29.6% | +78.7% |
| 10Y | +207.2% | +196.4% | +10.8% | +92.0% |
| All | +1,164.0% | +1,959.7% | -795.8% | +398.4% |
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