+41.3%
CL vs ITUB
+186.4%
-145.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.3% | -0.9% | +1.3% |
| 7D | +0.5% | +5.5% | -5.0% | +0.2% |
| 30D | +11.6% | -25.6% | +37.1% | +13.4% |
| 3M | +5.6% | -4.7% | +10.3% | +5.5% |
| 6M | +13.2% | -8.6% | +21.8% | +13.2% |
| YTD | +26.9% | +7.9% | +19.0% | +25.5% |
| 1Y | +27.3% | +11.2% | +16.1% | +25.6% |
| 3Y | +39.7% | +82.6% | -42.9% | +32.9% |
| 5Y | +41.3% | +192.7% | -151.4% | +31.5% |
| All | +41.3% | +186.4% | -145.0% | +31.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling