-47.0%
CLF vs ITUB
+181.4%
-228.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.0% | -3.6% | -2.4% |
| 7D | +6.5% | +8.2% | -1.7% | +3.6% |
| 30D | +0.2% | +4.7% | -4.5% | -1.5% |
| 3M | -3.1% | +13.0% | -16.1% | -7.8% |
| 6M | +25.0% | +4.2% | +20.9% | +22.6% |
| YTD | -7.5% | +18.6% | -26.0% | -13.5% |
| 1Y | +11.5% | +31.3% | -19.7% | +0.6% |
| 3Y | -13.7% | +124.9% | -138.6% | -36.7% |
| 5Y | -47.0% | +195.6% | -242.6% | -65.4% |
| All | -47.0% | +181.4% | -228.4% | -65.4% |
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 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