+57.3%
CL vs ITUB
+197.6%
-140.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.3% | -0.1% |
| 7D | -2.3% | 0.0% | -2.3% | -2.3% |
| 30D | -5.5% | +2.6% | -8.1% | -5.8% |
| 3M | +0.8% | +8.4% | -7.6% | -0.2% |
| 6M | -4.2% | -0.5% | -3.7% | -4.4% |
| YTD | +13.4% | +15.3% | -1.9% | +11.2% |
| 1Y | +7.1% | +28.7% | -21.7% | +3.5% |
| 3Y | +29.0% | +118.7% | -89.6% | +16.5% |
| 5Y | +28.3% | +182.7% | -154.4% | +10.3% |
| 10Y | +57.3% | +207.6% | -150.3% | +25.9% |
| All | +57.3% | +197.6% | -140.3% | +25.9% |
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