+29.6%
CL vs ITUB
+125.3%
-95.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.4% | -0.5% |
| 7D | -1.4% | +8.2% | -9.6% | -1.9% |
| 30D | -5.2% | +4.7% | -9.9% | -5.5% |
| 3M | +3.3% | +13.0% | -9.7% | +2.3% |
| 6M | -4.4% | +4.2% | -8.5% | -4.8% |
| YTD | +13.9% | +18.6% | -4.6% | +12.3% |
| 1Y | +7.6% | +31.3% | -23.6% | +5.4% |
| 3Y | +29.6% | +124.9% | -95.3% | +22.7% |
| All | +29.6% | +125.3% | -95.7% | +22.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling