+1,887.4%
ITUB vs CGNX
+1,450.4%
+437.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.1% | -3.7% | -1.0% |
| 7D | +2.2% | +3.2% | -1.0% | +1.1% |
| 30D | +12.6% | +6.0% | +6.6% | +10.1% |
| 3M | +6.4% | +3.5% | +2.9% | +4.0% |
| 6M | +0.6% | +26.3% | -25.7% | -8.6% |
| YTD | +18.8% | +79.2% | -60.4% | -7.3% |
| 1Y | +31.0% | +43.8% | -12.8% | +8.9% |
| 3Y | +118.1% | +52.0% | +66.1% | +67.0% |
| 5Y | +193.0% | -24.0% | +217.1% | +173.9% |
| 10Y | +217.1% | +189.1% | +28.0% | +55.8% |
| All | +1,887.4% | +1,450.4% | +437.0% | +256.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling