+20.0%
CCL vs ITUB
-8.2%
+28.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.4% | -2.0% | -4.1% |
| 7D | -0.3% | +1.1% | -1.4% | -0.4% |
| 30D | +10.3% | -25.4% | +35.8% | +13.2% |
| 3M | +6.6% | -0.3% | +6.9% | -0.7% |
| 6M | +20.0% | -8.0% | +28.0% | +13.7% |
| All | +20.0% | -8.2% | +28.2% | +13.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling