+208.2%
ITUB vs CGNX
+193.6%
+14.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.1% | -3.7% | -0.6% |
| 7D | +2.2% | +3.2% | -1.0% | +1.5% |
| 30D | +12.6% | +6.0% | +6.6% | +10.9% |
| 3M | +6.4% | +3.5% | +2.9% | +4.8% |
| 6M | +0.6% | +26.3% | -25.7% | -5.8% |
| YTD | +18.8% | +79.2% | -60.4% | +0.3% |
| 1Y | +31.0% | +43.8% | -12.8% | +15.9% |
| 3Y | +118.1% | +52.0% | +66.1% | +82.2% |
| 5Y | +193.0% | -24.0% | +217.1% | +190.4% |
| All | +208.2% | +193.6% | +14.6% | +77.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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