+49.0%
CCL vs ITUB
+114.2%
-65.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.8% | +0.6% | -0.7% |
| 7D | -4.4% | 0.0% | -4.4% | -4.4% |
| 30D | -18.2% | +2.6% | -20.8% | -19.5% |
| 3M | -17.7% | +8.4% | -26.1% | -21.8% |
| 6M | -13.0% | -0.5% | -12.5% | -12.9% |
| YTD | -24.5% | +15.3% | -39.8% | -29.0% |
| 1Y | -26.9% | +28.7% | -55.7% | -35.0% |
| All | +49.0% | +114.2% | -65.2% | -4.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling