+42.4%
CCL vs ITUB
+1,959.7%
-1,917.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.0% | -3.3% | -2.0% |
| 7D | -0.1% | +8.2% | -8.4% | -3.1% |
| 30D | -20.0% | +4.7% | -24.7% | -21.4% |
| 3M | -13.7% | +13.0% | -26.7% | -17.8% |
| 6M | -9.0% | +4.2% | -13.2% | -10.3% |
| YTD | -22.8% | +18.6% | -41.4% | -27.5% |
| 1Y | -25.3% | +31.3% | -56.6% | -32.7% |
| 3Y | +54.1% | +124.9% | -70.8% | +12.6% |
| 5Y | +3.5% | +195.6% | -192.1% | -33.3% |
| 10Y | -41.0% | +196.4% | -237.4% | -62.4% |
| All | +42.4% | +1,959.7% | -1,917.4% | -39.2% |
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