+9.8%
ITUB vs CNI
+37.5%
-27.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.1% | +1.1% | +2.5% |
| 7D | -1.6% | +3.7% | -5.4% | -2.9% |
| 30D | -26.6% | +8.1% | -34.7% | -28.7% |
| 3M | -11.1% | +1.9% | -12.9% | -11.6% |
| 6M | -13.1% | +19.2% | -32.3% | -21.0% |
| YTD | +3.9% | +32.7% | -28.9% | -10.9% |
| 1Y | +9.8% | +37.0% | -27.3% | -7.1% |
| All | +9.8% | +37.5% | -27.8% | -7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 1y: compounded portfolio wealth divided by compounded CNI 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…
1y analysis · Full analysis span regression · 6 months rolling