+134.5%
CCL vs ITUB
+77.2%
+57.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.4% | -2.0% | -3.5% |
| 7D | -0.3% | +1.1% | -1.4% | -0.7% |
| 30D | +10.3% | -25.4% | +35.8% | +21.2% |
| 3M | +6.6% | -0.3% | +6.9% | +1.0% |
| 6M | +20.0% | -8.0% | +28.0% | +17.7% |
| YTD | -1.9% | +5.2% | -7.1% | -8.1% |
| 1Y | +10.4% | +7.4% | +3.0% | +2.2% |
| All | +134.5% | +77.2% | +57.3% | +70.7% |
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 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