-0.9%
CCL vs ITUB
+186.4%
-187.3%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.8% | +0.6% | -0.9% |
| 7D | -4.4% | 0.0% | -4.4% | -4.4% |
| 30D | -18.2% | +2.6% | -20.8% | -19.3% |
| 3M | -17.7% | +8.4% | -26.1% | -21.2% |
| 6M | -13.0% | -0.5% | -12.5% | -12.8% |
| YTD | -24.5% | +15.3% | -39.8% | -29.0% |
| 1Y | -26.9% | +28.7% | -55.7% | -34.8% |
| 3Y | +50.8% | +118.7% | -67.9% | +5.3% |
| 5Y | -0.9% | +182.7% | -183.6% | -43.9% |
| All | -0.9% | +186.4% | -187.3% | -43.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling