+81.0%
CCL vs ITUB
+1,728.2%
-1,647.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +21.1% |
| 3M | +6.6% | -0.3% | +6.9% | +4.2% |
| 6M | +20.0% | -8.0% | +28.0% | +20.6% |
| YTD | -1.9% | +5.2% | -7.1% | -5.9% |
| 1Y | +10.4% | +7.4% | +3.0% | +4.9% |
| 3Y | +134.8% | +74.5% | +60.3% | +84.2% |
| 5Y | +34.0% | +175.8% | -141.8% | -13.0% |
| 10Y | -32.5% | +164.4% | -197.0% | -55.8% |
| All | +81.0% | +1,728.2% | -1,647.2% | -21.1% |
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