-42.6%
CCL vs ITUB
+220.1%
-262.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.9% | +1.0% |
| 7D | -3.2% | +2.2% | -5.4% | -4.5% |
| 30D | -17.8% | +12.6% | -30.4% | -23.3% |
| 3M | -18.7% | +6.4% | -25.1% | -22.1% |
| 6M | -11.4% | +0.6% | -12.0% | -11.9% |
| YTD | -24.3% | +18.8% | -43.2% | -31.6% |
| 1Y | -28.8% | +31.0% | -59.8% | -39.5% |
| 3Y | +49.3% | +118.1% | -68.7% | -7.4% |
| 5Y | +1.6% | +193.0% | -191.4% | -50.5% |
| All | -42.6% | +220.1% | -262.7% | -71.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ITUB.
Daily Out/Under-Performance
Portfolio return minus ITUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITUB 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 ITUB 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