+127.6%
CLF vs ITUB
+197.6%
-70.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.8% | +1.1% | -0.3% |
| 7D | -2.7% | 0.0% | -2.7% | -2.7% |
| 30D | -3.2% | +2.6% | -5.8% | -4.4% |
| 3M | -5.0% | +8.4% | -13.4% | -9.1% |
| 6M | +26.6% | -0.5% | +27.1% | +26.2% |
| YTD | -9.0% | +15.3% | -24.2% | -15.9% |
| 1Y | +11.8% | +28.7% | -16.9% | -1.9% |
| 3Y | -15.1% | +118.7% | -133.8% | -44.1% |
| 5Y | -48.2% | +182.7% | -230.9% | -71.7% |
| 10Y | +127.6% | +207.6% | -80.0% | +8.4% |
| All | +127.6% | +197.6% | -70.0% | +8.4% |
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