+208.2%
ITUB vs CNI
+138.2%
+70.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | -0.1% |
| 7D | +2.2% | -0.4% | +2.6% | +2.4% |
| 30D | +12.6% | -2.7% | +15.3% | +14.2% |
| 3M | +6.4% | +3.9% | +2.5% | +3.6% |
| 6M | +0.6% | +16.4% | -15.8% | -8.4% |
| YTD | +18.8% | +25.8% | -7.0% | +3.4% |
| 1Y | +31.0% | +32.4% | -1.4% | +10.5% |
| 3Y | +118.1% | +19.1% | +99.0% | +90.0% |
| 5Y | +193.0% | +13.6% | +179.5% | +154.3% |
| All | +208.2% | +138.2% | +70.0% | +54.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling