+186.2%
ITUB vs CGNX
-25.4%
+211.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.1% | -3.7% | -0.2% |
| 7D | +2.2% | +3.2% | -1.0% | +1.8% |
| 30D | +12.6% | +6.0% | +6.6% | +11.6% |
| 3M | +6.4% | +3.5% | +2.9% | +5.5% |
| 6M | +0.6% | +26.3% | -25.7% | -3.1% |
| YTD | +18.8% | +79.2% | -60.4% | +8.1% |
| 1Y | +31.0% | +43.8% | -12.8% | +22.6% |
| 3Y | +118.1% | +52.0% | +66.1% | +97.1% |
| All | +186.2% | -25.4% | +211.6% | +176.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling