+80.3%
CCL vs ITUB
+1,767.9%
-1,687.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.5% | -1.2% |
| 7D | -1.2% | +1.9% | -3.1% | -1.9% |
| 30D | +13.1% | -22.2% | +35.3% | +22.2% |
| 3M | +3.4% | +2.7% | +0.7% | 0.0% |
| 6M | +18.7% | -3.0% | +21.7% | +17.0% |
| YTD | -2.3% | +7.5% | -9.8% | -7.0% |
| 1Y | +14.2% | +10.5% | +3.7% | +7.4% |
| 3Y | +133.6% | +81.0% | +52.6% | +80.8% |
| 5Y | +33.5% | +181.8% | -148.3% | -14.0% |
| 10Y | -32.8% | +170.2% | -202.9% | -56.4% |
| All | +80.3% | +1,767.9% | -1,687.6% | -22.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling