+74.6%
CLF vs ITUB
+175.8%
-101.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.2% | -5.4% | -4.2% |
| 7D | +10.4% | +1.9% | +8.5% | +9.4% |
| 30D | +0.6% | -22.2% | +22.7% | +11.3% |
| 3M | +4.1% | +2.7% | +1.4% | +0.6% |
| 6M | +15.1% | -3.0% | +18.1% | +13.7% |
| YTD | -4.7% | +7.5% | -12.3% | -11.1% |
| 1Y | +20.4% | +10.5% | +9.9% | +10.6% |
| 3Y | -23.4% | +81.0% | -104.4% | -46.3% |
| 5Y | -43.3% | +181.8% | -225.1% | -70.0% |
| All | +74.6% | +175.8% | -101.2% | -0.2% |
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