-25.4%
CLF vs ITUB
+83.6%
-109.0%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +2.3% | +4.7% | +6.2% |
| 7D | -14.1% | +5.5% | -19.6% | -15.7% |
| 30D | -5.5% | -25.6% | +20.0% | +3.9% |
| 3M | 0.0% | -4.7% | +4.7% | +0.2% |
| 6M | +11.3% | -8.6% | +19.9% | +12.4% |
| YTD | -7.7% | +7.9% | -15.6% | -12.1% |
| 1Y | +17.5% | +11.2% | +6.3% | +10.5% |
| 3Y | -25.4% | +82.6% | -108.1% | -40.8% |
| All | -25.4% | +83.6% | -109.0% | -40.8% |
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