-27.2%
CCL vs ITUB
+31.7%
-58.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.7% | -3.7% | -2.6% |
| 7D | -4.3% | +1.0% | -5.3% | -4.9% |
| 30D | -19.0% | +10.7% | -29.7% | -23.8% |
| 3M | -13.1% | +10.1% | -23.2% | -19.1% |
| 6M | -13.3% | -0.1% | -13.2% | -14.0% |
| YTD | -25.2% | +18.4% | -43.7% | -28.0% |
| 1Y | -27.2% | +31.3% | -58.5% | -32.5% |
| All | -27.2% | +31.7% | -58.8% | -32.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling