+20.2%
CLF vs ITUB
+9.0%
+11.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +3.3% | -12.5% | -10.3% |
| 7D | -7.9% | -1.6% | -6.3% | -7.5% |
| 30D | +5.2% | -26.6% | +31.9% | +16.5% |
| 3M | +4.3% | -11.1% | +15.4% | +6.5% |
| 6M | +25.3% | -13.1% | +38.4% | +27.5% |
| YTD | -3.3% | +3.9% | -7.2% | -6.1% |
| 1Y | +20.2% | +9.8% | +10.5% | +19.3% |
| All | +20.2% | +9.0% | +11.2% | +19.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling