+84.1%
CL vs ITUB
+176.3%
-92.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -0.3% |
| 7D | -0.8% | +3.7% | -4.5% | -1.1% |
| 30D | +9.5% | -24.9% | +34.5% | +12.4% |
| 3M | +6.8% | +0.8% | +6.0% | +6.1% |
| 6M | +14.3% | -6.6% | +20.9% | +14.3% |
| YTD | +27.0% | +7.8% | +19.2% | +24.8% |
| 1Y | +26.3% | +7.4% | +18.9% | +24.0% |
| 3Y | +39.3% | +78.8% | -39.5% | +28.4% |
| 5Y | +41.5% | +179.9% | -138.4% | +21.9% |
| 10Y | +84.1% | +170.9% | -86.8% | +54.0% |
| All | +84.1% | +176.3% | -92.2% | +54.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling